+3,557.0%
LNG vs SIRI
-16.9%
+3,573.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.1% |
| 7D | -4.7% | +0.6% | -5.2% | -4.7% |
| 30D | +3.8% | +2.5% | +1.3% | +3.6% |
| 3M | +16.2% | +6.6% | +9.5% | +15.4% |
| 6M | +11.7% | +32.9% | -21.2% | +8.7% |
| YTD | +44.2% | +50.5% | -6.3% | +38.7% |
| 1Y | +18.6% | +28.0% | -9.4% | +15.4% |
| 3Y | +77.4% | -22.4% | +99.8% | +76.7% |
| 5Y | +232.3% | -41.3% | +273.6% | +234.0% |
| 10Y | +550.1% | -10.4% | +560.6% | +529.0% |
| All | +3,557.0% | -16.9% | +3,573.9% | +2,887.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling