+548.8%
LNG vs STRL
+6,846.4%
-6,297.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -4.5% | +5.4% | -9.9% | -5.1% |
| 30D | +4.7% | -9.0% | +13.7% | +5.6% |
| 3M | +15.1% | -37.1% | +52.2% | +20.1% |
| 6M | +13.6% | +17.8% | -4.3% | +5.3% |
| YTD | +44.0% | +58.3% | -14.4% | +26.6% |
| 1Y | +18.4% | +61.0% | -42.6% | +2.2% |
| 3Y | +75.9% | +517.8% | -442.0% | +13.7% |
| 5Y | +231.7% | +2,119.0% | -1,887.4% | +61.6% |
| All | +548.8% | +6,846.4% | -6,297.6% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling