+550.0%
LNG vs SCHG
+459.0%
+91.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -4.7% | -1.0% | -3.6% | -4.2% |
| 30D | +3.8% | -1.3% | +5.1% | +4.4% |
| 3M | +16.2% | +5.4% | +10.7% | +12.7% |
| 6M | +11.7% | +14.4% | -2.7% | +3.2% |
| YTD | +44.2% | +8.0% | +36.2% | +37.1% |
| 1Y | +18.6% | +12.7% | +5.8% | +9.8% |
| 3Y | +77.4% | +85.6% | -8.2% | +21.3% |
| 5Y | +232.3% | +85.5% | +146.7% | +121.6% |
| All | +550.0% | +459.0% | +91.0% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling