+18.6%
LNG vs SRE
+4.6%
+14.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -4.7% | -0.8% | -3.8% | -4.5% |
| 30D | +3.8% | -3.0% | +6.8% | +4.6% |
| 3M | +16.2% | -8.3% | +24.5% | +19.5% |
| 6M | +11.7% | -8.9% | +20.6% | +15.2% |
| YTD | +44.2% | -4.3% | +48.5% | +47.1% |
| 1Y | +18.6% | +2.7% | +15.8% | +17.1% |
| All | +18.6% | +4.6% | +14.0% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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