+231.2%
LNG vs STLA
-63.2%
+294.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.1% |
| 7D | -6.7% | +0.4% | -7.1% | -6.8% |
| 30D | +3.9% | -5.2% | +9.1% | +4.3% |
| 3M | +15.5% | -24.9% | +40.4% | +18.3% |
| 6M | +10.5% | -25.2% | +35.7% | +12.6% |
| YTD | +43.0% | -51.4% | +94.4% | +52.7% |
| 1Y | +18.9% | -40.7% | +59.6% | +22.5% |
| 3Y | +74.7% | -66.3% | +140.9% | +91.2% |
| 5Y | +231.2% | -63.2% | +294.5% | +251.0% |
| All | +231.2% | -63.2% | +294.4% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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