+548.8%
LNG vs CP
+230.5%
+318.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.3% |
| 7D | -4.5% | -2.7% | -1.8% | -3.4% |
| 30D | +4.7% | -3.4% | +8.0% | +6.0% |
| 3M | +15.1% | -0.6% | +15.8% | +15.0% |
| 6M | +13.6% | +6.3% | +7.3% | +9.5% |
| YTD | +44.0% | +21.2% | +22.8% | +30.6% |
| 1Y | +18.4% | +20.0% | -1.7% | +7.5% |
| 3Y | +75.9% | +18.7% | +57.1% | +55.4% |
| 5Y | +231.7% | +34.8% | +196.9% | +166.9% |
| All | +548.8% | +230.5% | +318.3% | +192.2% |
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