+83.4%
LNG vs CNH
+35.8%
+47.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.6% |
| 7D | +4.5% | +6.7% | -2.1% | +3.8% |
| 30D | +8.0% | +7.2% | +0.8% | +7.3% |
| 3M | +15.0% | +17.5% | -2.5% | +13.3% |
| 6M | +27.1% | +15.0% | +12.1% | +25.0% |
| YTD | +58.1% | +36.8% | +21.4% | +50.6% |
| 1Y | +45.0% | +27.6% | +17.4% | +39.5% |
| All | +83.4% | +35.8% | +47.6% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling