+169.6%
LNG vs CSGP
-63.4%
+233.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.1% |
| 7D | -15.9% | +1.3% | -17.1% | -16.1% |
| 30D | +2.1% | +10.7% | -8.6% | +0.4% |
| 3M | +4.8% | +3.3% | +1.5% | +3.7% |
| 6M | +6.8% | -10.3% | +17.1% | +7.4% |
| YTD | +44.0% | -54.6% | +98.6% | +58.1% |
| 1Y | +34.9% | -54.6% | +89.6% | +48.1% |
| 3Y | +67.3% | -60.3% | +127.7% | +85.6% |
| All | +169.6% | -63.4% | +233.0% | +198.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling