+75.9%
LNG vs CP
+19.7%
+56.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | -6.7% | +0.6% | -7.3% | -6.8% |
| 30D | +3.9% | -0.5% | +4.3% | +3.8% |
| 3M | +15.5% | +0.1% | +15.4% | +15.3% |
| 6M | +10.5% | +7.8% | +2.7% | +9.1% |
| YTD | +43.0% | +22.9% | +20.1% | +37.8% |
| 1Y | +18.9% | +21.3% | -2.4% | +14.8% |
| All | +75.9% | +19.7% | +56.2% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling