+231.2%
LNG vs COO
-44.2%
+275.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.2% | +0.7% |
| 7D | -6.7% | -9.0% | +2.2% | -5.7% |
| 30D | +3.9% | -16.8% | +20.7% | +6.2% |
| 3M | +15.5% | -7.5% | +23.0% | +16.4% |
| 6M | +10.5% | -16.3% | +26.8% | +12.8% |
| YTD | +43.0% | -22.5% | +65.5% | +47.6% |
| 1Y | +18.9% | -7.0% | +25.9% | +18.9% |
| 3Y | +74.7% | -27.5% | +102.1% | +78.6% |
| 5Y | +231.2% | -43.3% | +274.6% | +245.6% |
| All | +231.2% | -44.2% | +275.4% | +245.6% |
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