+550.0%
LNG vs COR
+406.5%
+143.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -4.7% | -2.8% | -1.8% | -4.0% |
| 30D | +3.8% | +2.6% | +1.3% | +3.2% |
| 3M | +16.2% | +14.5% | +1.7% | +12.2% |
| 6M | +11.7% | -7.8% | +19.5% | +13.2% |
| YTD | +44.2% | -4.2% | +48.4% | +44.2% |
| 1Y | +18.6% | +7.0% | +11.6% | +14.8% |
| 3Y | +77.4% | +85.5% | -8.1% | +46.4% |
| 5Y | +232.3% | +181.2% | +51.1% | +142.6% |
| All | +550.0% | +406.5% | +143.5% | +352.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling