+802.4%
LNG vs CP
+259.0%
+543.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +10.9% | +0.9% | +10.1% | +10.6% |
| 30D | +8.1% | +10.3% | -2.2% | +3.5% |
| 3M | +15.7% | +2.3% | +13.4% | +14.1% |
| 6M | +27.2% | +10.7% | +16.5% | +21.0% |
| YTD | +60.7% | +29.3% | +31.4% | +41.6% |
| 1Y | +46.3% | +31.5% | +14.8% | +27.8% |
| 3Y | +85.6% | +36.7% | +48.9% | +53.4% |
| 5Y | +211.6% | +26.8% | +184.8% | +161.6% |
| All | +802.4% | +259.0% | +543.3% | +295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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