+213.6%
LNG vs CHRW
+58.8%
+154.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +11.3% | +7.3% | +4.0% | +10.5% |
| 30D | +10.6% | -3.6% | +14.2% | +10.9% |
| 3M | +16.1% | -9.6% | +25.7% | +17.0% |
| 6M | +29.6% | -17.0% | +46.6% | +31.5% |
| YTD | +60.3% | -15.4% | +75.7% | +61.2% |
| 1Y | +46.1% | -10.0% | +56.1% | +45.5% |
| 3Y | +85.9% | +82.2% | +3.8% | +59.8% |
| All | +213.6% | +58.8% | +154.8% | +177.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling