+77.4%
LNG vs SHAK
-2.6%
+80.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | 0.0% |
| 7D | -4.7% | -8.3% | +3.6% | -4.2% |
| 30D | +3.8% | -12.6% | +16.5% | +4.5% |
| 3M | +16.2% | +9.1% | +7.0% | +15.2% |
| 6M | +11.7% | -31.2% | +42.9% | +14.3% |
| YTD | +44.2% | -21.6% | +65.8% | +45.5% |
| 1Y | +18.6% | -38.8% | +57.3% | +22.4% |
| 3Y | +77.4% | +0.6% | +76.8% | +85.4% |
| All | +77.4% | -2.6% | +80.1% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling