+86.4%
LNG vs SM
-3.8%
+90.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.5% | +0.5% |
| 7D | +10.9% | +10.6% | +0.4% | +8.5% |
| 30D | +8.1% | -15.0% | +23.1% | +11.8% |
| 3M | +15.7% | +1.7% | +14.0% | +14.8% |
| 6M | +27.2% | +5.9% | +21.4% | +24.5% |
| YTD | +60.7% | +79.0% | -18.3% | +41.5% |
| 1Y | +46.3% | +84.7% | -38.4% | +27.8% |
| All | +86.4% | -3.8% | +90.2% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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