+1,255.2%
LNG vs CPB
+212.1%
+1,043.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.6% |
| 7D | +11.3% | -1.6% | +12.9% | +11.5% |
| 30D | +10.6% | +19.2% | -8.6% | +8.0% |
| 3M | +16.1% | -0.9% | +17.1% | +15.9% |
| 6M | +29.6% | +15.2% | +14.3% | +26.5% |
| YTD | +60.3% | -13.1% | +73.4% | +62.0% |
| 1Y | +46.1% | -22.4% | +68.5% | +49.8% |
| 3Y | +85.9% | -35.3% | +121.2% | +93.6% |
| 5Y | +210.8% | -33.0% | +243.8% | +220.1% |
| 10Y | +808.8% | -39.2% | +847.9% | +825.2% |
| All | +1,255.2% | +212.1% | +1,043.2% | +1,130.8% |
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