+1,178.8%
LNG vs COO
+20,195.6%
-19,016.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | +3.4% | -2.2% | +5.6% | +4.0% |
| 30D | +14.9% | -7.0% | +21.9% | +16.9% |
| 3M | +21.4% | +12.2% | +9.2% | +17.3% |
| 6M | +17.8% | -15.1% | +32.9% | +21.8% |
| YTD | +51.3% | -15.1% | +66.4% | +56.3% |
| 1Y | +24.4% | +2.3% | +22.1% | +21.9% |
| 3Y | +79.7% | -23.7% | +103.3% | +85.4% |
| 5Y | +241.3% | -38.9% | +280.2% | +266.9% |
| 10Y | +603.1% | +49.9% | +553.2% | +484.6% |
| All | +1,178.8% | +20,195.6% | -19,016.8% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling