+37.3%
LNG vs SCHG
+0.2%
+37.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.2% | -6.5% |
| 7D | -12.3% | -6.8% | -5.6% | -14.9% |
| 30D | +1.6% | -11.2% | +12.7% | -3.6% |
| 3M | +10.0% | -7.4% | +17.3% | +6.6% |
| 6M | +4.2% | -1.0% | +5.2% | +4.9% |
| YTD | +44.8% | +0.9% | +43.9% | +52.6% |
| 1Y | +37.3% | -0.2% | +37.4% | +44.8% |
| All | +37.3% | +0.2% | +37.1% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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