+1,108.8%
LNG vs CLX
+1,665.1%
-556.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -5.3% |
| 7D | -6.2% | -3.5% | -2.6% | -5.7% |
| 30D | +8.0% | -11.9% | +19.9% | +9.9% |
| 3M | +16.9% | -2.6% | +19.5% | +17.0% |
| 6M | +8.7% | -18.2% | +26.8% | +11.1% |
| YTD | +43.0% | -5.9% | +48.9% | +43.0% |
| 1Y | +19.4% | -23.8% | +43.3% | +23.2% |
| 3Y | +74.7% | -33.6% | +108.3% | +82.8% |
| 5Y | +222.4% | -35.7% | +258.1% | +234.2% |
| 10Y | +532.2% | -2.5% | +534.7% | +478.8% |
| All | +1,108.8% | +1,665.1% | -556.2% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling