+211.6%
LNG vs SNAP
-90.3%
+301.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +1.7% |
| 7D | +10.9% | +2.6% | +8.4% | +10.8% |
| 30D | +8.1% | -19.6% | +27.7% | +8.9% |
| 3M | +15.7% | +0.4% | +15.3% | +15.4% |
| 6M | +27.2% | -5.9% | +33.2% | +27.1% |
| YTD | +60.7% | -35.3% | +96.0% | +63.1% |
| 1Y | +46.3% | -42.6% | +88.9% | +49.4% |
| 3Y | +85.6% | -53.9% | +139.5% | +86.8% |
| 5Y | +211.6% | -90.3% | +301.9% | +241.0% |
| All | +211.6% | -90.3% | +301.9% | +241.0% |
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