+1,258.4%
LNG vs COO
+18,037.5%
-16,779.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +10.9% | -2.1% | +13.0% | +11.5% |
| 30D | +8.1% | +13.9% | -5.8% | +4.3% |
| 3M | +15.7% | -18.9% | +34.6% | +21.0% |
| 6M | +27.2% | +3.7% | +23.5% | +24.3% |
| YTD | +60.7% | -24.1% | +84.8% | +69.4% |
| 1Y | +46.3% | -14.2% | +60.5% | +49.1% |
| 3Y | +85.6% | -24.5% | +110.1% | +90.5% |
| 5Y | +211.6% | -40.4% | +252.0% | +234.6% |
| 10Y | +810.9% | +40.5% | +770.4% | +663.5% |
| All | +1,258.4% | +18,037.5% | -16,779.0% | +281.0% |
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