+18.4%
LNG vs SNAP
-23.8%
+42.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.9% |
| 7D | -4.5% | -3.2% | -1.3% | -4.6% |
| 30D | +4.7% | +0.2% | +4.5% | +4.7% |
| 3M | +15.1% | +2.6% | +12.5% | +16.1% |
| 6M | +13.6% | +12.4% | +1.1% | +16.5% |
| YTD | +44.0% | -31.6% | +75.5% | +49.9% |
| 1Y | +18.4% | -21.7% | +40.1% | +23.4% |
| All | +18.4% | -23.8% | +42.1% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling