+8,509.0%
LNG vs SGI
+2,073.9%
+6,435.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.0% | -5.3% |
| 7D | -6.2% | +9.3% | -15.4% | -8.6% |
| 30D | +8.0% | +6.9% | +1.1% | +5.7% |
| 3M | +16.9% | +2.8% | +14.1% | +14.6% |
| 6M | +8.7% | -12.6% | +21.3% | +10.1% |
| YTD | +43.0% | -21.5% | +64.5% | +49.0% |
| 1Y | +19.4% | -18.8% | +38.2% | +22.5% |
| 3Y | +74.7% | +60.8% | +13.9% | +40.6% |
| 5Y | +222.4% | +60.0% | +162.4% | +145.3% |
| 10Y | +532.2% | +267.8% | +264.4% | +199.7% |
| All | +8,509.0% | +2,073.9% | +6,435.1% | +1,362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling