+386.1%
LNG vs SITM
+4,789.7%
-4,403.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | -0.3% |
| 7D | -4.7% | +3.9% | -8.5% | -5.0% |
| 30D | +3.8% | -6.6% | +10.4% | +4.2% |
| 3M | +16.2% | -11.9% | +28.0% | +16.2% |
| 6M | +11.7% | +81.1% | -69.4% | +1.8% |
| YTD | +44.2% | +80.0% | -35.8% | +30.6% |
| 1Y | +18.6% | +145.8% | -127.3% | +2.3% |
| 3Y | +77.4% | +475.9% | -398.5% | +30.1% |
| 5Y | +232.3% | +189.2% | +43.1% | +145.8% |
| All | +386.1% | +4,789.7% | -4,403.6% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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