+214.3%
LNG vs SM
+5.6%
+208.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.5% | +0.2% |
| 7D | +10.9% | +10.6% | +0.4% | +7.8% |
| 30D | +8.1% | -15.0% | +23.1% | +12.9% |
| 3M | +15.7% | +1.7% | +14.0% | +14.3% |
| 6M | +27.2% | +5.9% | +21.4% | +23.3% |
| YTD | +60.7% | +79.0% | -18.3% | +33.1% |
| 1Y | +46.3% | +84.7% | -38.4% | +19.7% |
| 3Y | +85.6% | -3.5% | +89.1% | +71.7% |
| All | +214.3% | +5.6% | +208.7% | +169.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling