+1,178.8%
LNG vs CP
+9,605.5%
-8,426.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +3.4% | -2.7% | +6.1% | +4.7% |
| 30D | +14.9% | +0.2% | +14.7% | +14.4% |
| 3M | +21.4% | +2.6% | +18.8% | +19.3% |
| 6M | +17.8% | +6.0% | +11.8% | +12.9% |
| YTD | +51.3% | +24.9% | +26.4% | +32.9% |
| 1Y | +24.4% | +20.1% | +4.3% | +11.2% |
| 3Y | +79.7% | +16.4% | +63.3% | +57.9% |
| 5Y | +241.3% | +31.7% | +209.6% | +174.1% |
| 10Y | +603.1% | +223.9% | +379.3% | +234.9% |
| All | +1,178.8% | +9,605.5% | -8,426.7% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling