+53.7%
LNG vs SARO
-22.5%
+76.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +0.1% |
| 7D | -4.7% | -3.1% | -1.6% | -4.5% |
| 30D | +3.8% | -12.2% | +16.0% | +4.6% |
| 3M | +16.2% | -7.4% | +23.5% | +15.8% |
| 6M | +11.7% | -15.3% | +27.0% | +12.4% |
| YTD | +44.2% | -16.2% | +60.4% | +45.0% |
| 1Y | +18.6% | -12.1% | +30.7% | +17.6% |
| All | +53.7% | -22.5% | +76.2% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling