+213.6%
LNG vs SFM
+116.0%
+97.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.3% |
| 7D | +11.3% | +6.0% | +5.3% | +10.9% |
| 30D | +10.6% | -19.5% | +30.1% | +11.9% |
| 3M | +16.1% | -37.0% | +53.1% | +20.2% |
| 6M | +29.6% | -41.0% | +70.6% | +34.7% |
| YTD | +60.3% | -34.6% | +95.0% | +64.4% |
| 1Y | +46.1% | -36.3% | +82.4% | +50.2% |
| 3Y | +85.9% | +24.5% | +61.4% | +85.0% |
| All | +213.6% | +116.0% | +97.6% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling