+19.4%
LNG vs CSGP
-66.0%
+85.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.6% | -5.4% |
| 7D | -6.2% | -5.1% | -1.0% | -6.1% |
| 30D | +8.0% | +0.3% | +7.7% | +7.9% |
| 3M | +16.9% | -9.1% | +26.0% | +17.4% |
| 6M | +8.7% | -37.3% | +46.0% | +10.1% |
| YTD | +43.0% | -54.9% | +97.9% | +44.5% |
| 1Y | +19.4% | -65.5% | +85.0% | +19.6% |
| All | +19.4% | -66.0% | +85.4% | +19.6% |
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