+76.0%
LNG vs SIMO
+220.9%
-144.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.1% |
| 7D | -5.5% | -16.0% | +10.6% | -5.0% |
| 30D | +5.7% | -35.8% | +41.5% | +6.7% |
| 3M | +10.7% | -26.5% | +37.2% | +11.2% |
| 6M | +23.1% | -33.0% | +56.1% | +23.4% |
| YTD | +52.4% | +84.3% | -31.9% | +45.0% |
| 1Y | +40.0% | +82.0% | -41.9% | +33.3% |
| 3Y | +76.0% | +218.5% | -142.5% | +50.5% |
| All | +76.0% | +220.9% | -144.9% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling