+24.4%
LNG vs SGI
-17.2%
+41.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.5% |
| 7D | +3.4% | +8.5% | -5.1% | +4.4% |
| 30D | +14.9% | +0.7% | +14.2% | +15.1% |
| 3M | +21.4% | +0.6% | +20.8% | +21.5% |
| 6M | +17.8% | -17.9% | +35.7% | +19.4% |
| YTD | +51.3% | -21.2% | +72.5% | +54.0% |
| 1Y | +24.4% | -18.9% | +43.3% | +25.9% |
| All | +24.4% | -17.2% | +41.6% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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