+42.6%
LNG vs CSGP
-53.2%
+95.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.0% | -10.2% | -6.2% |
| 7D | -1.9% | +18.3% | -20.2% | -2.3% |
| 30D | +6.2% | +17.8% | -11.6% | +5.7% |
| 3M | +13.7% | +9.3% | +4.5% | +13.2% |
| 6M | +7.5% | -7.9% | +15.4% | +7.6% |
| YTD | +51.3% | -51.5% | +102.8% | +49.1% |
| 1Y | +42.6% | -53.3% | +96.0% | +40.1% |
| All | +42.6% | -53.2% | +95.9% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling