+11,649.4%
LNG vs SCHG
+1,132.2%
+10,517.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.5% |
| 7D | -4.7% | -1.0% | -3.6% | -3.8% |
| 30D | +3.8% | -1.3% | +5.1% | +4.8% |
| 3M | +16.2% | +5.4% | +10.7% | +10.1% |
| 6M | +11.7% | +14.4% | -2.7% | -2.7% |
| YTD | +44.2% | +8.0% | +36.2% | +31.7% |
| 1Y | +18.6% | +12.7% | +5.8% | +3.5% |
| 3Y | +77.4% | +85.6% | -8.2% | -7.6% |
| 5Y | +232.3% | +85.5% | +146.7% | +61.5% |
| 10Y | +550.1% | +456.0% | +94.1% | -43.5% |
| All | +11,649.4% | +1,132.2% | +10,517.2% | +167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling