+1,255.2%
LNG vs SAN
+1,705.8%
-450.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +11.3% | +4.0% | +7.3% | +9.7% |
| 30D | +10.6% | -7.8% | +18.5% | +13.2% |
| 3M | +16.1% | -16.4% | +32.5% | +22.6% |
| 6M | +29.6% | +3.5% | +26.0% | +25.5% |
| YTD | +60.3% | +6.7% | +53.6% | +50.6% |
| 1Y | +46.1% | +14.5% | +31.6% | +33.5% |
| 3Y | +85.9% | +243.5% | -157.6% | +9.9% |
| 5Y | +210.8% | +296.2% | -85.4% | +65.5% |
| 10Y | +808.8% | +268.5% | +540.3% | +356.7% |
| All | +1,255.2% | +1,705.8% | -450.5% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling