+84.8%
LNG vs CMS
+34.7%
+50.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.4% | +0.4% | +3.1% | +3.3% |
| 30D | +14.9% | -3.6% | +18.5% | +15.8% |
| 3M | +21.4% | -1.9% | +23.3% | +21.9% |
| 6M | +17.8% | -11.0% | +28.8% | +21.0% |
| YTD | +51.3% | +0.2% | +51.1% | +50.5% |
| 1Y | +24.4% | -1.3% | +25.8% | +24.2% |
| All | +84.8% | +34.7% | +50.1% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling