+231.7%
LNG vs SBAC
-45.4%
+277.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.0% |
| 7D | -4.5% | -5.3% | +0.8% | -3.8% |
| 30D | +4.7% | +0.4% | +4.3% | +4.6% |
| 3M | +15.1% | -11.9% | +27.0% | +16.8% |
| 6M | +13.6% | -4.5% | +18.0% | +13.6% |
| YTD | +44.0% | -4.3% | +48.3% | +43.8% |
| 1Y | +18.4% | -3.9% | +22.2% | +18.0% |
| 3Y | +75.9% | -11.0% | +86.9% | +75.0% |
| 5Y | +231.7% | -44.1% | +275.8% | +256.5% |
| All | +231.7% | -45.4% | +277.0% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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