+1,178.8%
LNG vs CPB
+189.3%
+989.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.8% |
| 7D | +3.4% | -8.6% | +12.0% | +4.6% |
| 30D | +14.9% | -7.2% | +22.1% | +15.9% |
| 3M | +21.4% | +0.9% | +20.5% | +20.9% |
| 6M | +17.8% | -11.8% | +29.6% | +19.2% |
| YTD | +51.3% | -19.4% | +70.7% | +54.7% |
| 1Y | +24.4% | -30.4% | +54.8% | +29.6% |
| 3Y | +79.7% | -40.2% | +119.8% | +89.4% |
| 5Y | +241.3% | -39.5% | +280.8% | +257.1% |
| 10Y | +603.1% | -47.4% | +650.5% | +632.9% |
| All | +1,178.8% | +189.3% | +989.5% | +1,075.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling