+800.2%
LNG vs CNH
+106.0%
+694.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +11.3% | +3.0% | +8.3% | +10.1% |
| 30D | +10.6% | -0.6% | +11.2% | +10.5% |
| 3M | +16.1% | +14.6% | +1.5% | +10.4% |
| 6M | +29.6% | +11.8% | +17.8% | +22.7% |
| YTD | +60.3% | +30.4% | +29.9% | +42.1% |
| 1Y | +46.1% | +19.1% | +27.1% | +33.1% |
| 3Y | +85.9% | +30.2% | +55.8% | +56.9% |
| 5Y | +210.8% | -17.8% | +228.7% | +200.3% |
| All | +800.2% | +106.0% | +694.2% | +478.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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