+75.9%
LNG vs CHRW
+85.4%
-9.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -6.7% | +4.1% | -10.8% | -7.0% |
| 30D | +3.9% | +1.9% | +2.0% | +3.7% |
| 3M | +15.5% | -21.2% | +36.7% | +17.5% |
| 6M | +10.5% | -16.7% | +27.2% | +11.9% |
| YTD | +43.0% | -5.4% | +48.3% | +42.9% |
| 1Y | +18.9% | +21.2% | -2.3% | +16.0% |
| All | +75.9% | +85.4% | -9.6% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 3y: compounded portfolio wealth divided by compounded CHRW 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…
3y analysis · Full analysis span regression · 6 months rolling