+550.0%
LNG vs SHAK
+87.2%
+462.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.3% |
| 7D | -4.7% | -8.3% | +3.6% | -3.4% |
| 30D | +3.8% | -12.6% | +16.5% | +5.9% |
| 3M | +16.2% | +9.1% | +7.0% | +13.7% |
| 6M | +11.7% | -31.2% | +42.9% | +16.3% |
| YTD | +44.2% | -21.6% | +65.8% | +46.1% |
| 1Y | +18.6% | -38.8% | +57.3% | +25.0% |
| 3Y | +77.4% | +0.6% | +76.8% | +62.6% |
| 5Y | +232.3% | -22.5% | +254.8% | +205.4% |
| All | +550.0% | +87.2% | +462.8% | +330.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling