+1,178.8%
LNG vs CNP
+1,299.3%
-120.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +3.4% | +1.1% | +2.3% | +3.1% |
| 30D | +14.9% | -1.8% | +16.7% | +15.4% |
| 3M | +21.4% | -4.6% | +26.0% | +22.9% |
| 6M | +17.8% | -8.8% | +26.7% | +20.6% |
| YTD | +51.3% | +5.2% | +46.1% | +48.9% |
| 1Y | +24.4% | +8.3% | +16.1% | +21.5% |
| 3Y | +79.7% | +54.9% | +24.8% | +58.5% |
| 5Y | +241.3% | +73.5% | +167.8% | +190.6% |
| 10Y | +603.1% | +139.1% | +464.0% | +438.2% |
| All | +1,178.8% | +1,299.3% | -120.5% | +391.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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