+222.1%
LNG vs SAN
+385.2%
-163.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.1% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | +3.8% | +0.9% | +2.9% | +3.7% |
| 3M | +16.2% | +19.1% | -2.9% | +13.3% |
| 6M | +11.7% | +33.2% | -21.5% | +6.7% |
| YTD | +44.2% | +29.1% | +15.1% | +37.7% |
| 1Y | +18.6% | +50.2% | -31.7% | +9.8% |
| 3Y | +77.4% | +351.0% | -273.6% | +32.1% |
| All | +222.1% | +385.2% | -163.1% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling