+211.6%
LNG vs COO
-39.4%
+251.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +10.9% | -2.1% | +13.0% | +11.2% |
| 30D | +8.1% | +13.9% | -5.8% | +6.4% |
| 3M | +15.7% | -18.9% | +34.6% | +18.5% |
| 6M | +27.2% | +3.7% | +23.5% | +25.7% |
| YTD | +60.7% | -24.1% | +84.8% | +66.2% |
| 1Y | +46.3% | -14.2% | +60.5% | +48.0% |
| 3Y | +85.6% | -24.5% | +110.1% | +87.5% |
| 5Y | +211.6% | -40.4% | +252.0% | +219.9% |
| All | +211.6% | -39.4% | +251.0% | +219.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling