+222.1%
LNG vs SRE
+45.6%
+176.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -4.7% | -0.8% | -3.8% | -4.4% |
| 30D | +3.8% | -3.0% | +6.8% | +4.8% |
| 3M | +16.2% | -8.3% | +24.5% | +19.9% |
| 6M | +11.7% | -8.9% | +20.6% | +15.5% |
| YTD | +44.2% | -4.3% | +48.5% | +46.0% |
| 1Y | +18.6% | +2.7% | +15.8% | +16.5% |
| 3Y | +77.4% | +28.7% | +48.7% | +54.1% |
| All | +222.1% | +45.6% | +176.5% | +172.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling