+550.0%
LNG vs SIRI
-10.2%
+560.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | -4.7% | +0.6% | -5.2% | -4.8% |
| 30D | +3.8% | +2.5% | +1.3% | +3.3% |
| 3M | +16.2% | +6.6% | +9.5% | +14.6% |
| 6M | +11.7% | +32.9% | -21.2% | +5.8% |
| YTD | +44.2% | +50.5% | -6.3% | +33.3% |
| 1Y | +18.6% | +28.0% | -9.4% | +12.4% |
| 3Y | +77.4% | -22.4% | +99.8% | +76.1% |
| 5Y | +232.3% | -41.3% | +273.6% | +233.8% |
| All | +550.0% | -10.2% | +560.2% | +450.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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