+309.1%
LNG vs SHAK
+31.3%
+277.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | -4.5% | -11.0% | +6.5% | -2.8% |
| 30D | +4.7% | -14.0% | +18.7% | +7.0% |
| 3M | +15.1% | +13.3% | +1.9% | +12.0% |
| 6M | +13.6% | -35.3% | +48.9% | +19.2% |
| YTD | +44.0% | -24.0% | +67.9% | +46.5% |
| 1Y | +18.4% | -36.7% | +55.1% | +23.7% |
| 3Y | +75.9% | -5.4% | +81.2% | +63.9% |
| 5Y | +231.7% | -24.9% | +256.6% | +208.2% |
| 10Y | +549.0% | +79.6% | +469.3% | +362.4% |
| All | +309.1% | +31.3% | +277.9% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling