+85.9%
LNG vs CSGP
-60.9%
+146.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.5% |
| 7D | +11.3% | +1.3% | +10.0% | +11.2% |
| 30D | +10.6% | +2.8% | +7.8% | +9.8% |
| 3M | +16.1% | -6.3% | +22.4% | +16.2% |
| 6M | +29.6% | -3.2% | +32.7% | +29.1% |
| YTD | +60.3% | -54.0% | +114.3% | +76.6% |
| 1Y | +46.1% | -54.8% | +100.9% | +61.4% |
| 3Y | +85.9% | -60.6% | +146.5% | +108.1% |
| All | +85.9% | -60.9% | +146.9% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling