+544.5%
LNG vs CMS
+116.0%
+428.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -6.7% | +0.2% | -6.9% | -6.8% |
| 30D | +3.9% | -1.3% | +5.1% | +4.1% |
| 3M | +15.5% | -5.4% | +20.9% | +16.6% |
| 6M | +10.5% | -10.3% | +20.9% | +12.6% |
| YTD | +43.0% | -0.2% | +43.2% | +42.7% |
| 1Y | +18.9% | -0.9% | +19.7% | +18.8% |
| 3Y | +74.7% | +34.0% | +40.7% | +65.1% |
| 5Y | +231.2% | +23.6% | +207.7% | +215.6% |
| 10Y | +544.5% | +122.2% | +422.3% | +468.6% |
| All | +544.5% | +116.0% | +428.5% | +468.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling