+46.1%
LNG vs CP
+31.6%
+14.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.3% |
| 7D | +11.3% | +2.1% | +9.2% | +11.5% |
| 30D | +10.6% | +9.3% | +1.3% | +11.1% |
| 3M | +16.1% | +0.5% | +15.7% | +16.4% |
| 6M | +29.6% | +10.4% | +19.1% | +29.9% |
| YTD | +60.3% | +28.7% | +31.6% | +56.4% |
| 1Y | +46.1% | +33.2% | +12.9% | +43.1% |
| All | +46.1% | +31.6% | +14.5% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling