+550.0%
LNG vs COO
+17.0%
+533.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -4.7% | -22.5% | +17.9% | +0.7% |
| 30D | +3.8% | -29.7% | +33.6% | +12.2% |
| 3M | +16.2% | -20.1% | +36.3% | +21.4% |
| 6M | +11.7% | -26.9% | +38.6% | +18.9% |
| YTD | +44.2% | -34.2% | +78.4% | +57.6% |
| 1Y | +18.6% | -21.3% | +39.8% | +23.0% |
| 3Y | +77.4% | -38.7% | +116.1% | +91.4% |
| 5Y | +232.3% | -52.2% | +284.5% | +282.2% |
| All | +550.0% | +17.0% | +533.0% | +498.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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