+557.6%
LNG vs SNAP
-77.2%
+634.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.6% |
| 7D | +3.4% | +0.7% | +2.7% | +3.4% |
| 30D | +14.9% | +2.6% | +12.2% | +14.6% |
| 3M | +21.4% | -9.9% | +31.3% | +21.7% |
| 6M | +17.8% | +1.9% | +15.9% | +16.8% |
| YTD | +51.3% | -32.2% | +83.5% | +53.9% |
| 1Y | +24.4% | -22.8% | +47.3% | +25.2% |
| 3Y | +79.7% | -47.6% | +127.3% | +79.8% |
| 5Y | +241.3% | -92.7% | +334.0% | +273.9% |
| All | +557.6% | -77.2% | +634.8% | +475.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling