+1,188.2%
LNG vs CMS
+788.1%
+400.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | -5.5% | +0.5% | -6.0% | -5.6% |
| 30D | +5.7% | +7.4% | -1.7% | +3.4% |
| 3M | +10.7% | +1.9% | +8.9% | +10.0% |
| 6M | +23.1% | -2.3% | +25.4% | +23.7% |
| YTD | +52.4% | +3.0% | +49.4% | +50.4% |
| 1Y | +40.0% | -2.8% | +42.8% | +40.6% |
| 3Y | +76.0% | +37.9% | +38.1% | +57.3% |
| 5Y | +194.7% | +34.0% | +160.7% | +161.7% |
| 10Y | +726.7% | +138.1% | +588.6% | +482.9% |
| All | +1,188.2% | +788.1% | +400.1% | +383.7% |
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