+6,347.1%
LNG vs SRE
+1,553.2%
+4,794.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -6.2% |
| 7D | -6.2% | +1.4% | -7.6% | -6.8% |
| 30D | +8.0% | +1.9% | +6.1% | +6.9% |
| 3M | +16.9% | -3.3% | +20.2% | +18.3% |
| 6M | +8.7% | -6.4% | +15.1% | +11.4% |
| YTD | +43.0% | -1.8% | +44.8% | +43.4% |
| 1Y | +19.4% | +10.7% | +8.7% | +13.5% |
| 3Y | +74.7% | +31.8% | +42.9% | +50.6% |
| 5Y | +222.4% | +49.2% | +173.2% | +160.9% |
| 10Y | +532.2% | +118.5% | +413.7% | +315.4% |
| All | +6,347.1% | +1,553.2% | +4,794.0% | +3,927.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling