+77.1%
LNG vs SFM
+80.7%
-3.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -4.5% | -8.8% | +4.3% | -3.4% |
| 30D | +4.7% | -14.5% | +19.1% | +6.5% |
| 3M | +15.1% | -16.8% | +32.0% | +17.4% |
| 6M | +13.6% | -5.3% | +18.9% | +13.5% |
| YTD | +44.0% | -9.4% | +53.3% | +44.6% |
| 1Y | +18.4% | -46.2% | +64.5% | +28.1% |
| All | +77.1% | +80.7% | -3.6% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling