+1,178.8%
LNG vs SAN
+2,081.0%
-902.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +3.4% | +1.8% | +1.7% | +2.7% |
| 30D | +14.9% | +2.0% | +12.9% | +14.0% |
| 3M | +21.4% | +19.7% | +1.7% | +12.9% |
| 6M | +17.8% | +30.6% | -12.8% | +4.7% |
| YTD | +51.3% | +28.8% | +22.4% | +34.0% |
| 1Y | +24.4% | +57.8% | -33.3% | +1.9% |
| 3Y | +79.7% | +338.1% | -258.5% | -2.0% |
| 5Y | +241.3% | +384.2% | -142.9% | +70.0% |
| 10Y | +603.1% | +353.1% | +250.0% | +230.4% |
| All | +1,178.8% | +2,081.0% | -902.1% | +165.4% |
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 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