+385.3%
LNG vs SITM
+4,532.8%
-4,147.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -4.5% | +4.8% | -9.3% | -4.9% |
| 30D | +4.7% | -9.7% | +14.4% | +5.4% |
| 3M | +15.1% | -9.3% | +24.5% | +14.8% |
| 6M | +13.6% | +69.5% | -55.9% | +4.2% |
| YTD | +44.0% | +70.5% | -26.6% | +31.1% |
| 1Y | +18.4% | +145.3% | -126.9% | +2.0% |
| 3Y | +75.9% | +432.8% | -356.9% | +30.0% |
| 5Y | +231.7% | +174.0% | +57.6% | +146.7% |
| All | +385.3% | +4,532.8% | -4,147.6% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling