+24.4%
LNG vs SFM
-41.4%
+65.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.3% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +14.9% | -4.4% | +19.2% | +15.1% |
| 3M | +21.4% | +1.5% | +19.9% | +21.2% |
| 6M | +17.8% | +6.5% | +11.3% | +17.4% |
| YTD | +51.3% | +2.2% | +49.1% | +50.8% |
| 1Y | +24.4% | -41.9% | +66.3% | +24.0% |
| All | +24.4% | -41.4% | +65.9% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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