+4,127.5%
LNG vs CHRW
+4,173.0%
-45.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +3.4% | -1.4% | +4.8% | +3.9% |
| 30D | +14.9% | -3.5% | +18.3% | +15.9% |
| 3M | +21.4% | -19.4% | +40.8% | +28.6% |
| 6M | +17.8% | -21.4% | +39.2% | +24.7% |
| YTD | +51.3% | -7.1% | +58.4% | +50.4% |
| 1Y | +24.4% | +17.8% | +6.6% | +13.1% |
| 3Y | +79.7% | +78.8% | +0.9% | +36.4% |
| 5Y | +241.3% | +83.5% | +157.8% | +149.5% |
| 10Y | +603.1% | +160.2% | +442.9% | +333.3% |
| All | +4,127.5% | +4,173.0% | -45.5% | +1,115.2% |
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