+1,108.8%
LNG vs CHD
+7,967.3%
-6,858.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.4% | -5.0% |
| 7D | -6.2% | -2.9% | -3.3% | -5.5% |
| 30D | +8.0% | -6.2% | +14.2% | +9.6% |
| 3M | +16.9% | +1.6% | +15.4% | +16.3% |
| 6M | +8.7% | -3.5% | +12.2% | +9.1% |
| YTD | +43.0% | +16.2% | +26.8% | +37.0% |
| 1Y | +19.4% | +3.4% | +16.0% | +17.5% |
| 3Y | +74.7% | +4.6% | +70.1% | +69.5% |
| 5Y | +222.4% | +21.1% | +201.3% | +196.4% |
| 10Y | +532.2% | +126.5% | +405.7% | +371.5% |
| All | +1,108.8% | +7,967.3% | -6,858.4% | +405.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling