+550.0%
LNG vs SIMO
+605.2%
-55.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -7.1% | -0.5% |
| 7D | -4.7% | +11.0% | -15.7% | -5.6% |
| 30D | +3.8% | +17.9% | -14.1% | +2.0% |
| 3M | +16.2% | +3.9% | +12.3% | +14.4% |
| 6M | +11.7% | +131.0% | -119.3% | -0.5% |
| YTD | +44.2% | +209.3% | -165.1% | +23.1% |
| 1Y | +18.6% | +223.8% | -205.2% | +0.1% |
| 3Y | +77.4% | +479.2% | -401.8% | +35.4% |
| 5Y | +232.3% | +316.0% | -83.8% | +157.6% |
| All | +550.0% | +605.2% | -55.2% | +329.8% |
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