+550.0%
LNG vs SMTC
+548.2%
+1.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.4% |
| 7D | -4.7% | +13.1% | -17.8% | -6.1% |
| 30D | +3.8% | +19.5% | -15.6% | +1.1% |
| 3M | +16.2% | +2.2% | +13.9% | +14.1% |
| 6M | +11.7% | +94.9% | -83.2% | -0.4% |
| YTD | +44.2% | +127.0% | -82.7% | +25.2% |
| 1Y | +18.6% | +174.6% | -156.0% | -0.7% |
| 3Y | +77.4% | +615.9% | -538.5% | +14.1% |
| 5Y | +232.3% | +125.6% | +106.7% | +166.2% |
| All | +550.0% | +548.2% | +1.8% | +301.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling