+42.6%
LNG vs COR
+5.5%
+37.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.0% | -10.1% | -6.4% |
| 7D | -1.9% | +9.1% | -11.1% | -2.7% |
| 30D | +6.2% | +12.4% | -6.2% | +4.9% |
| 3M | +13.7% | +15.8% | -2.1% | +12.1% |
| 6M | +7.5% | +17.1% | -9.6% | +5.8% |
| YTD | +51.3% | +5.4% | +45.9% | +48.6% |
| 1Y | +42.6% | +3.5% | +39.1% | +40.0% |
| All | +42.6% | +5.5% | +37.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling