+77.1%
LNG vs SMTC
+546.3%
-469.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.8% |
| 7D | -4.5% | +17.5% | -22.0% | -4.9% |
| 30D | +4.7% | +21.3% | -16.6% | +4.0% |
| 3M | +15.1% | +3.1% | +12.0% | +14.6% |
| 6M | +13.6% | +81.7% | -68.1% | +10.3% |
| YTD | +44.0% | +115.9% | -72.0% | +38.4% |
| 1Y | +18.4% | +157.8% | -139.5% | +12.4% |
| All | +77.1% | +546.3% | -469.3% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling