+2,537.5%
LNG vs COR
+17,211.5%
-14,674.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -4.9% |
| 7D | -6.2% | -1.9% | -4.3% | -5.6% |
| 30D | +8.0% | +1.5% | +6.5% | +7.5% |
| 3M | +16.9% | +18.7% | -1.8% | +11.2% |
| 6M | +8.7% | -9.0% | +17.7% | +10.6% |
| YTD | +43.0% | -3.3% | +46.3% | +42.5% |
| 1Y | +19.4% | +9.8% | +9.6% | +14.4% |
| 3Y | +74.7% | +87.4% | -12.6% | +42.1% |
| 5Y | +222.4% | +180.5% | +41.9% | +131.4% |
| 10Y | +532.2% | +398.1% | +134.1% | +265.3% |
| All | +2,537.5% | +17,211.5% | -14,674.0% | +518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling