+800.2%
LNG vs CP
+257.3%
+542.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | +11.3% | +2.1% | +9.2% | +10.4% |
| 30D | +10.6% | +9.3% | +1.3% | +6.4% |
| 3M | +16.1% | +0.5% | +15.7% | +15.4% |
| 6M | +29.6% | +10.4% | +19.1% | +23.3% |
| YTD | +60.3% | +28.7% | +31.6% | +41.5% |
| 1Y | +46.1% | +33.2% | +12.9% | +26.9% |
| 3Y | +85.9% | +38.4% | +47.5% | +52.7% |
| 5Y | +210.8% | +26.2% | +184.6% | +161.5% |
| All | +800.2% | +257.3% | +542.9% | +295.6% |
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