+24.4%
LNG vs SAN
+58.9%
-34.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.2% |
| 7D | +3.4% | +1.8% | +1.7% | +3.8% |
| 30D | +14.9% | +2.0% | +12.9% | +15.4% |
| 3M | +21.4% | +19.7% | +1.7% | +25.9% |
| 6M | +17.8% | +30.6% | -12.8% | +24.7% |
| YTD | +51.3% | +28.8% | +22.4% | +57.7% |
| 1Y | +24.4% | +57.8% | -33.3% | +28.2% |
| All | +24.4% | +58.9% | -34.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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