+1,255.2%
LNG vs SM
+1,218.0%
+37.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +11.3% | +9.4% | +1.9% | +8.7% |
| 30D | +10.6% | -14.4% | +25.0% | +15.0% |
| 3M | +16.1% | +1.6% | +14.6% | +14.8% |
| 6M | +29.6% | +6.3% | +23.2% | +25.7% |
| YTD | +60.3% | +78.8% | -18.5% | +34.5% |
| 1Y | +46.1% | +83.1% | -37.0% | +21.5% |
| 3Y | +85.9% | -5.9% | +91.8% | +74.5% |
| 5Y | +210.8% | +4.8% | +206.0% | +170.4% |
| 10Y | +808.8% | +17.5% | +791.3% | +337.9% |
| All | +1,255.2% | +1,218.0% | +37.3% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling