+42.6%
LNG vs SARO
-7.8%
+50.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.9% | -8.1% | -5.8% |
| 7D | -1.9% | +15.8% | -17.7% | +0.3% |
| 30D | +6.2% | +22.2% | -16.0% | +9.7% |
| 3M | +13.7% | -16.2% | +29.9% | +9.1% |
| 6M | +7.5% | +4.6% | +2.9% | +7.3% |
| YTD | +51.3% | -10.4% | +61.7% | +49.7% |
| 1Y | +42.6% | -6.5% | +49.1% | +42.1% |
| All | +42.6% | -7.8% | +50.4% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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