+1,255.2%
LNG vs CMS
+795.8%
+459.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | +11.3% | +1.7% | +9.6% | +10.7% |
| 30D | +10.6% | +6.2% | +4.5% | +8.5% |
| 3M | +16.1% | +0.6% | +15.5% | +15.8% |
| 6M | +29.6% | -1.8% | +31.3% | +29.9% |
| YTD | +60.3% | +3.8% | +56.5% | +57.7% |
| 1Y | +46.1% | -1.8% | +47.9% | +46.2% |
| 3Y | +85.9% | +39.8% | +46.1% | +65.4% |
| 5Y | +210.8% | +37.1% | +173.7% | +174.0% |
| 10Y | +808.8% | +138.6% | +670.2% | +540.5% |
| All | +1,255.2% | +795.8% | +459.5% | +407.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling