+4,380.1%
LNG vs CHRW
+3,791.5%
+588.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +11.3% | +7.3% | +4.0% | +8.9% |
| 30D | +10.6% | -3.6% | +14.2% | +11.4% |
| 3M | +16.1% | -9.6% | +25.7% | +18.6% |
| 6M | +29.6% | -17.0% | +46.6% | +34.2% |
| YTD | +60.3% | -15.4% | +75.7% | +62.5% |
| 1Y | +46.1% | -10.0% | +56.1% | +44.8% |
| 3Y | +85.9% | +82.2% | +3.8% | +38.5% |
| 5Y | +210.8% | +59.4% | +151.5% | +135.8% |
| 10Y | +808.8% | +129.7% | +679.1% | +478.0% |
| All | +4,380.1% | +3,791.5% | +588.6% | +1,212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling