+548.8%
LNG vs CPB
-45.5%
+594.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.9% |
| 7D | -4.5% | -5.4% | +0.9% | -4.2% |
| 30D | +4.7% | -7.8% | +12.5% | +5.1% |
| 3M | +15.1% | -6.9% | +22.1% | +15.5% |
| 6M | +13.6% | -12.2% | +25.8% | +14.2% |
| YTD | +44.0% | -21.1% | +65.0% | +45.8% |
| 1Y | +18.4% | -33.5% | +51.9% | +21.3% |
| 3Y | +75.9% | -43.2% | +119.0% | +81.4% |
| 5Y | +231.7% | -40.9% | +272.6% | +240.9% |
| All | +548.8% | -45.5% | +594.3% | +590.4% |
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