+893.6%
LNG vs SFM
+117.5%
+776.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.5% | +1.0% | -4.6% |
| 7D | -6.2% | -5.8% | -0.3% | -5.4% |
| 30D | +8.0% | -11.4% | +19.4% | +9.6% |
| 3M | +16.9% | -12.2% | +29.1% | +18.5% |
| 6M | +8.7% | -5.2% | +13.8% | +8.7% |
| YTD | +43.0% | -4.5% | +47.5% | +42.6% |
| 1Y | +19.4% | -45.4% | +64.8% | +27.6% |
| 3Y | +74.7% | +91.1% | -16.4% | +56.5% |
| 5Y | +222.4% | +226.8% | -4.4% | +162.0% |
| 10Y | +532.2% | +291.9% | +240.3% | +377.5% |
| All | +893.6% | +117.5% | +776.1% | +754.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling