+74.7%
LNG vs CNH
+7.5%
+67.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.6% | +0.1% | -5.0% |
| 7D | -6.2% | +8.8% | -15.0% | -6.8% |
| 30D | +8.0% | +24.7% | -16.7% | +5.9% |
| 3M | +16.9% | +27.3% | -10.4% | +14.2% |
| 6M | +8.7% | +23.2% | -14.5% | +6.2% |
| YTD | +43.0% | +48.9% | -5.9% | +35.1% |
| 1Y | +19.4% | +19.4% | 0.0% | +17.1% |
| 3Y | +74.7% | +7.8% | +67.0% | +82.1% |
| All | +74.7% | +7.5% | +67.2% | +82.1% |
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