+231.7%
LNG vs SMTC
+112.1%
+119.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.8% |
| 7D | -4.5% | +17.5% | -22.0% | -5.4% |
| 30D | +4.7% | +21.3% | -16.6% | +3.2% |
| 3M | +15.1% | +3.1% | +12.0% | +14.1% |
| 6M | +13.6% | +81.7% | -68.1% | +7.5% |
| YTD | +44.0% | +115.9% | -72.0% | +34.1% |
| 1Y | +18.4% | +157.8% | -139.5% | +8.1% |
| 3Y | +75.9% | +557.3% | -481.4% | +40.0% |
| 5Y | +231.7% | +114.7% | +117.0% | +215.6% |
| All | +231.7% | +112.1% | +119.5% | +215.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling