+77.1%
LNG vs SAN
+342.3%
-265.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -4.5% | -2.8% | -1.7% | -4.3% |
| 30D | +4.7% | -0.5% | +5.2% | +4.7% |
| 3M | +15.1% | +22.7% | -7.6% | +13.0% |
| 6M | +13.6% | +28.8% | -15.2% | +10.4% |
| YTD | +44.0% | +26.3% | +17.7% | +39.4% |
| 1Y | +18.4% | +48.8% | -30.5% | +10.3% |
| All | +77.1% | +342.3% | -265.2% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling