+86.4%
LNG vs STRL
+354.9%
-268.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.7% |
| 7D | +10.9% | +23.4% | -12.5% | +10.2% |
| 30D | +8.1% | -39.5% | +47.6% | +9.1% |
| 3M | +15.7% | -45.1% | +60.7% | +17.0% |
| 6M | +27.2% | -64.6% | +91.8% | +29.9% |
| YTD | +60.7% | -1.5% | +62.2% | +52.5% |
| 1Y | +46.3% | -20.8% | +67.1% | +41.2% |
| All | +86.4% | +354.9% | -268.5% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling