+194.7%
LNG vs CP
+25.5%
+169.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | -5.5% | +2.8% | -8.3% | -6.2% |
| 30D | +5.7% | +11.0% | -5.3% | +2.9% |
| 3M | +10.7% | +3.8% | +6.9% | +9.4% |
| 6M | +23.1% | +9.5% | +13.6% | +19.7% |
| YTD | +52.4% | +28.2% | +24.2% | +40.9% |
| 1Y | +40.0% | +33.0% | +7.1% | +27.9% |
| 3Y | +76.0% | +35.5% | +40.5% | +54.0% |
| 5Y | +194.7% | +25.8% | +168.9% | +164.4% |
| All | +194.7% | +25.5% | +169.2% | +164.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling