+584.2%
LNG vs CSGP
+44.3%
+539.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.9% |
| 7D | +3.4% | -4.1% | +7.5% | +4.3% |
| 30D | +14.9% | +2.3% | +12.5% | +13.9% |
| 3M | +21.4% | -8.2% | +29.6% | +22.7% |
| 6M | +17.8% | -35.1% | +52.9% | +28.3% |
| YTD | +51.3% | -54.0% | +105.3% | +77.1% |
| 1Y | +24.4% | -65.3% | +89.7% | +55.7% |
| 3Y | +79.7% | -62.6% | +142.2% | +116.2% |
| 5Y | +241.3% | -64.8% | +306.1% | +307.6% |
| All | +584.2% | +44.3% | +539.9% | +447.2% |
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