+550.0%
LNG vs SONY
+293.1%
+256.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | -4.7% | -2.7% | -2.0% | -3.9% |
| 30D | +3.8% | +1.5% | +2.3% | +3.4% |
| 3M | +16.2% | +13.0% | +3.2% | +12.1% |
| 6M | +11.7% | +11.2% | +0.5% | +7.7% |
| YTD | +44.2% | -6.6% | +50.9% | +45.9% |
| 1Y | +18.6% | -18.1% | +36.7% | +24.2% |
| 3Y | +77.4% | +42.1% | +35.3% | +54.2% |
| 5Y | +232.3% | +11.0% | +221.2% | +205.5% |
| All | +550.0% | +293.1% | +256.9% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling