+86.2%
LNG vs SN
+490.7%
-404.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +3.4% | -9.3% | +12.8% | +3.6% |
| 30D | +14.9% | -4.8% | +19.7% | +14.9% |
| 3M | +21.4% | +40.4% | -19.0% | +20.0% |
| 6M | +17.8% | +50.9% | -33.1% | +16.2% |
| YTD | +51.3% | +54.9% | -3.7% | +48.7% |
| 1Y | +24.4% | +43.0% | -18.6% | +22.9% |
| 3Y | +79.7% | +391.8% | -312.2% | +72.1% |
| All | +86.2% | +490.7% | -404.5% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling