+222.1%
LNG vs CLX
-38.5%
+260.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -4.7% | -5.7% | +1.0% | -4.8% |
| 30D | +3.8% | -17.0% | +20.8% | +3.3% |
| 3M | +16.2% | -9.7% | +25.8% | +15.9% |
| 6M | +11.7% | -19.8% | +31.5% | +11.7% |
| YTD | +44.2% | -9.8% | +54.1% | +43.8% |
| 1Y | +18.6% | -26.2% | +44.7% | +18.7% |
| 3Y | +77.4% | -36.2% | +113.6% | +78.2% |
| All | +222.1% | -38.5% | +260.6% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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