+6,489.2%
LNG vs COPX
+179.5%
+6,309.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.7% | -2.3% | -2.3% | -4.0% |
| 30D | +3.8% | +0.3% | +3.6% | +2.9% |
| 3M | +16.2% | +6.8% | +9.3% | +10.2% |
| 6M | +11.7% | +7.9% | +3.7% | +1.6% |
| YTD | +44.2% | +23.7% | +20.5% | +19.8% |
| 1Y | +18.6% | +71.5% | -53.0% | -18.0% |
| 3Y | +77.4% | +149.1% | -71.7% | -6.0% |
| 5Y | +232.3% | +167.3% | +64.9% | +60.0% |
| 10Y | +550.1% | +568.5% | -18.4% | +50.5% |
| All | +6,489.2% | +179.5% | +6,309.7% | +3,221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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