+76.0%
LNG vs SN
+476.8%
-400.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | -6.7% | -3.4% | -3.3% | -6.7% |
| 30D | +3.9% | -9.1% | +12.9% | +4.0% |
| 3M | +15.5% | +31.8% | -16.3% | +14.4% |
| 6M | +10.5% | +52.0% | -41.5% | +8.8% |
| YTD | +43.0% | +51.3% | -8.3% | +40.6% |
| 1Y | +18.9% | +46.9% | -28.0% | +17.0% |
| 3Y | +74.7% | +394.9% | -320.3% | +67.7% |
| All | +76.0% | +476.8% | -400.8% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling