+222.4%
LNG vs CP
+34.0%
+188.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.3% |
| 7D | -6.2% | +2.4% | -8.6% | -6.7% |
| 30D | +8.0% | -0.5% | +8.5% | +8.0% |
| 3M | +16.9% | +1.4% | +15.5% | +16.2% |
| 6M | +8.7% | +10.3% | -1.7% | +5.2% |
| YTD | +43.0% | +24.3% | +18.7% | +33.3% |
| 1Y | +19.4% | +20.4% | -1.0% | +12.3% |
| 3Y | +74.7% | +21.8% | +52.9% | +59.2% |
| 5Y | +222.4% | +31.5% | +190.9% | +177.6% |
| All | +222.4% | +34.0% | +188.4% | +177.6% |
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 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