+231.2%
LNG vs CPB
-38.1%
+269.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -6.7% | -8.0% | +1.3% | -6.3% |
| 30D | +3.9% | -2.4% | +6.3% | +4.0% |
| 3M | +15.5% | +0.5% | +15.0% | +15.3% |
| 6M | +10.5% | -10.5% | +21.0% | +11.2% |
| YTD | +43.0% | -17.5% | +60.5% | +44.7% |
| 1Y | +18.9% | -31.0% | +49.9% | +22.1% |
| 3Y | +74.7% | -40.6% | +115.3% | +80.4% |
| 5Y | +231.2% | -37.7% | +269.0% | +246.7% |
| All | +231.2% | -38.1% | +269.3% | +246.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling