+1,119.0%
LNG vs SM
+1,434.2%
-315.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.7% | +4.6% | -9.2% | -5.8% |
| 30D | +3.8% | +18.2% | -14.4% | -0.8% |
| 3M | +16.2% | +22.5% | -6.4% | +9.5% |
| 6M | +11.7% | +50.6% | -38.9% | -1.0% |
| YTD | +44.2% | +108.1% | -63.9% | +16.8% |
| 1Y | +18.6% | +46.0% | -27.4% | +4.5% |
| 3Y | +77.4% | +2.9% | +74.5% | +63.2% |
| 5Y | +232.3% | +112.6% | +119.7% | +139.8% |
| 10Y | +550.1% | +20.7% | +529.4% | +212.9% |
| All | +1,119.0% | +1,434.2% | -315.2% | +143.9% |
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