+1,236.6%
LNG vs CP
+9,857.1%
-8,620.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.5% | -0.7% | +5.2% | +4.9% |
| 30D | +8.0% | +9.6% | -1.6% | +2.8% |
| 3M | +15.0% | +2.2% | +12.7% | +13.0% |
| 6M | +27.1% | +11.1% | +16.0% | +19.3% |
| YTD | +58.1% | +28.2% | +29.9% | +36.6% |
| 1Y | +45.0% | +32.2% | +12.8% | +23.1% |
| 3Y | +82.6% | +35.5% | +47.1% | +47.8% |
| 5Y | +206.8% | +26.8% | +180.1% | +151.2% |
| 10Y | +796.3% | +256.9% | +539.4% | +304.5% |
| All | +1,236.6% | +9,857.1% | -8,620.5% | +106.2% |
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