+18.6%
LNG vs SONY
-16.9%
+35.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -4.7% | -2.7% | -2.0% | -4.4% |
| 30D | +3.8% | +1.5% | +2.3% | +3.8% |
| 3M | +16.2% | +13.0% | +3.2% | +15.6% |
| 6M | +11.7% | +11.2% | +0.5% | +11.8% |
| YTD | +44.2% | -6.6% | +50.9% | +47.5% |
| 1Y | +18.6% | -18.1% | +36.7% | +23.7% |
| All | +18.6% | -16.9% | +35.5% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling