+222.1%
LNG vs SNY
+9.4%
+212.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.7% | -3.3% | -1.4% | -4.5% |
| 30D | +3.8% | -2.2% | +6.0% | +3.9% |
| 3M | +16.2% | -3.0% | +19.2% | +16.3% |
| 6M | +11.7% | +2.7% | +9.0% | +11.4% |
| YTD | +44.2% | -6.8% | +51.1% | +44.5% |
| 1Y | +18.6% | -5.3% | +23.8% | +18.7% |
| 3Y | +77.4% | -9.8% | +87.2% | +76.6% |
| All | +222.1% | +9.4% | +212.6% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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