+45,612.5%
LNG vs SNY
+241.9%
+45,370.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -4.7% | -3.3% | -1.4% | -3.4% |
| 30D | +3.8% | -2.2% | +6.0% | +4.6% |
| 3M | +16.2% | -3.0% | +19.2% | +17.1% |
| 6M | +11.7% | +2.7% | +9.0% | +9.8% |
| YTD | +44.2% | -6.8% | +51.1% | +46.8% |
| 1Y | +18.6% | -5.3% | +23.8% | +19.4% |
| 3Y | +77.4% | -9.8% | +87.2% | +75.0% |
| 5Y | +232.3% | +9.7% | +222.6% | +191.6% |
| 10Y | +550.1% | +64.5% | +485.6% | +349.8% |
| All | +45,612.5% | +241.9% | +45,370.6% | +22,695.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling