+800.2%
LNG vs SIMO
+394.4%
+405.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.3% |
| 7D | +11.3% | +4.1% | +7.2% | +10.9% |
| 30D | +10.6% | -24.0% | +34.6% | +12.8% |
| 3M | +16.1% | -31.8% | +47.9% | +18.8% |
| 6M | +29.6% | -36.9% | +66.4% | +31.9% |
| YTD | +60.3% | +84.8% | -24.5% | +42.2% |
| 1Y | +46.1% | +99.0% | -52.9% | +28.2% |
| 3Y | +85.9% | +217.9% | -132.0% | +49.3% |
| 5Y | +210.8% | +171.5% | +39.4% | +146.3% |
| All | +800.2% | +394.4% | +405.8% | +488.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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