+42.6%
LNG vs STRL
-30.1%
+72.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -21.5% | +15.3% | -6.8% |
| 7D | -1.9% | -27.1% | +25.1% | -2.9% |
| 30D | +6.2% | -45.8% | +52.0% | +4.0% |
| 3M | +13.7% | -47.6% | +61.4% | +11.4% |
| 6M | +7.5% | -46.4% | +53.9% | +6.5% |
| YTD | +51.3% | -7.4% | +58.7% | +51.4% |
| 1Y | +42.6% | -25.9% | +68.5% | +42.3% |
| All | +42.6% | -30.1% | +72.7% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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