+1,850.4%
LNG vs SCCO
+33,085.5%
-31,235.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -4.7% | -2.7% | -2.0% | -4.0% |
| 30D | +3.8% | -0.7% | +4.5% | +3.2% |
| 3M | +16.2% | +8.1% | +8.1% | +10.5% |
| 6M | +11.7% | +4.1% | +7.6% | +4.6% |
| YTD | +44.2% | +41.1% | +3.1% | +17.6% |
| 1Y | +18.6% | +95.6% | -77.0% | -16.1% |
| 3Y | +77.4% | +179.3% | -101.8% | +2.7% |
| 5Y | +232.3% | +308.3% | -76.0% | +57.9% |
| 10Y | +550.1% | +1,090.2% | -540.1% | +83.0% |
| All | +1,850.4% | +33,085.5% | -31,235.1% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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