+698.7%
LNG vs CSGP
+72.5%
+626.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.3% | +2.1% |
| 7D | -8.6% | -1.8% | -6.8% | -8.3% |
| 30D | +2.4% | +5.3% | -2.9% | +0.6% |
| 3M | +11.5% | +3.3% | +8.2% | +9.5% |
| 6M | +19.2% | -4.7% | +23.9% | +18.5% |
| YTD | +47.6% | -53.5% | +101.2% | +70.9% |
| 1Y | +38.0% | -53.7% | +91.8% | +59.7% |
| 3Y | +71.5% | -59.7% | +131.2% | +101.1% |
| 5Y | +179.2% | -62.5% | +241.7% | +225.2% |
| 10Y | +698.7% | +67.3% | +631.4% | +561.5% |
| All | +698.7% | +72.5% | +626.1% | +561.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling