+231.2%
LNG vs SNAP
-92.8%
+324.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -6.7% | -5.0% | -1.7% | -6.6% |
| 30D | +3.9% | -0.7% | +4.6% | +3.8% |
| 3M | +15.5% | -5.0% | +20.5% | +15.5% |
| 6M | +10.5% | +3.5% | +7.0% | +9.8% |
| YTD | +43.0% | -34.2% | +77.2% | +45.2% |
| 1Y | +18.9% | -27.1% | +45.9% | +19.9% |
| 3Y | +74.7% | -43.5% | +118.1% | +74.1% |
| 5Y | +231.2% | -92.9% | +324.1% | +252.0% |
| All | +231.2% | -92.8% | +324.1% | +252.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling