+596.9%
LNG vs SNAP
-78.1%
+675.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +11.3% | +6.0% | +5.3% | +10.9% |
| 30D | +10.6% | -13.8% | +24.4% | +11.4% |
| 3M | +16.1% | -0.8% | +16.9% | +15.8% |
| 6M | +29.6% | -6.2% | +35.8% | +29.2% |
| YTD | +60.3% | -34.8% | +95.1% | +63.1% |
| 1Y | +46.1% | -38.7% | +84.8% | +49.2% |
| 3Y | +85.9% | -53.5% | +139.4% | +87.4% |
| 5Y | +210.8% | -90.2% | +301.0% | +232.7% |
| All | +596.9% | -78.1% | +675.0% | +509.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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