+97.8%
LNG vs SN
+650.0%
-552.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.7% |
| 7D | +10.9% | +1.4% | +9.6% | +10.9% |
| 30D | +8.1% | +16.6% | -8.5% | +7.8% |
| 3M | +15.7% | +18.3% | -2.6% | +15.3% |
| 6M | +27.2% | +103.1% | -75.8% | +24.7% |
| YTD | +60.7% | +96.7% | -36.0% | +57.3% |
| 1Y | +46.3% | +134.3% | -88.1% | +41.6% |
| 3Y | +85.6% | +425.2% | -339.6% | +76.0% |
| All | +97.8% | +650.0% | -552.2% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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