+1,178.8%
LNG vs CMS
+764.3%
+414.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +3.4% | +0.4% | +3.1% | +3.3% |
| 30D | +14.9% | -3.6% | +18.5% | +16.1% |
| 3M | +21.4% | -1.9% | +23.3% | +21.9% |
| 6M | +17.8% | -11.0% | +28.8% | +21.8% |
| YTD | +51.3% | +0.2% | +51.1% | +50.6% |
| 1Y | +24.4% | -1.3% | +25.8% | +24.4% |
| 3Y | +79.7% | +35.9% | +43.7% | +61.2% |
| 5Y | +241.3% | +23.1% | +218.2% | +211.1% |
| 10Y | +603.1% | +117.9% | +485.2% | +410.6% |
| All | +1,178.8% | +764.3% | +414.5% | +384.6% |
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 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