+231.7%
LNG vs SFM
+212.1%
+19.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -4.5% | -8.8% | +4.3% | -3.6% |
| 30D | +4.7% | -14.5% | +19.1% | +6.3% |
| 3M | +15.1% | -16.8% | +32.0% | +17.0% |
| 6M | +13.6% | -5.3% | +18.9% | +13.6% |
| YTD | +44.0% | -9.4% | +53.3% | +44.5% |
| 1Y | +18.4% | -46.2% | +64.5% | +25.3% |
| 3Y | +75.9% | +81.3% | -5.4% | +69.9% |
| 5Y | +231.7% | +211.9% | +19.8% | +213.2% |
| All | +231.7% | +212.1% | +19.5% | +213.2% |
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