+800.2%
LNG vs COO
+41.1%
+759.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.4% |
| 7D | +11.3% | +0.5% | +10.9% | +11.2% |
| 30D | +10.6% | +14.2% | -3.5% | +7.2% |
| 3M | +16.1% | -18.2% | +34.3% | +20.9% |
| 6M | +29.6% | +5.3% | +24.2% | +26.3% |
| YTD | +60.3% | -23.6% | +83.9% | +68.7% |
| 1Y | +46.1% | -12.7% | +58.8% | +48.2% |
| 3Y | +85.9% | -24.2% | +110.1% | +89.8% |
| 5Y | +210.8% | -40.0% | +250.8% | +235.3% |
| All | +800.2% | +41.1% | +759.1% | +748.1% |
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