+800.2%
LNG vs CPB
-38.9%
+839.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.4% |
| 7D | +11.3% | -1.6% | +12.9% | +11.4% |
| 30D | +10.6% | +19.2% | -8.6% | +9.6% |
| 3M | +16.1% | -0.9% | +17.1% | +16.1% |
| 6M | +29.6% | +15.2% | +14.3% | +28.3% |
| YTD | +60.3% | -13.1% | +73.4% | +61.3% |
| 1Y | +46.1% | -22.4% | +68.5% | +48.1% |
| 3Y | +85.9% | -35.3% | +121.2% | +90.0% |
| 5Y | +210.8% | -33.0% | +243.8% | +216.9% |
| All | +800.2% | -38.9% | +839.1% | +877.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling