+526.9%
LNG vs SNAP
-76.3%
+603.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | 0.0% |
| 7D | -4.7% | +3.8% | -8.5% | -4.9% |
| 30D | +3.8% | +9.2% | -5.4% | +3.2% |
| 3M | +16.2% | +6.6% | +9.6% | +15.3% |
| 6M | +11.7% | +16.9% | -5.2% | +9.7% |
| YTD | +44.2% | -29.6% | +73.8% | +46.3% |
| 1Y | +18.6% | -22.1% | +40.6% | +19.2% |
| 3Y | +77.4% | -39.8% | +117.2% | +75.9% |
| 5Y | +232.3% | -92.4% | +324.6% | +262.9% |
| All | +526.9% | -76.3% | +603.2% | +447.2% |
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