+799.0%
LNG vs CNH
+64.7%
+734.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.7% | -0.8% |
| 7D | +3.4% | +23.3% | -19.9% | -2.9% |
| 30D | +14.9% | +33.5% | -18.6% | +5.0% |
| 3M | +21.4% | +32.7% | -11.3% | +10.2% |
| 6M | +17.8% | +22.2% | -4.4% | +8.4% |
| YTD | +51.3% | +57.7% | -6.4% | +27.6% |
| 1Y | +24.4% | +28.0% | -3.5% | +11.8% |
| 3Y | +79.7% | +11.5% | +68.1% | +63.2% |
| 5Y | +241.3% | +11.9% | +229.5% | +199.2% |
| 10Y | +603.1% | +162.8% | +440.3% | +323.4% |
| All | +799.0% | +64.7% | +734.3% | +458.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling