+253.8%
LNG vs S
-56.8%
+310.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +3.4% | -7.7% | +11.1% | +3.8% |
| 30D | +14.9% | -5.3% | +20.2% | +15.1% |
| 3M | +21.4% | +20.3% | +1.1% | +19.9% |
| 6M | +17.8% | +47.4% | -29.6% | +14.9% |
| YTD | +51.3% | +32.5% | +18.8% | +48.3% |
| 1Y | +24.4% | +9.5% | +14.9% | +23.1% |
| 3Y | +79.7% | +15.5% | +64.2% | +74.4% |
| 5Y | +241.3% | -71.2% | +312.5% | +247.7% |
| All | +253.8% | -56.8% | +310.6% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 all: compounded portfolio wealth divided by compounded S 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…
all analysis · Full analysis span regression · 6 months rolling