+74.7%
LNG vs STRL
+531.3%
-456.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.2% | -8.7% | -5.6% |
| 7D | -6.2% | +10.1% | -16.3% | -6.4% |
| 30D | +8.0% | -8.2% | +16.2% | +8.2% |
| 3M | +16.9% | -43.7% | +60.6% | +18.7% |
| 6M | +8.7% | +27.1% | -18.4% | +4.8% |
| YTD | +43.0% | +64.0% | -21.0% | +34.4% |
| 1Y | +19.4% | +75.2% | -55.7% | +10.1% |
| 3Y | +74.7% | +539.9% | -465.2% | +45.1% |
| All | +74.7% | +531.3% | -456.6% | +45.1% |
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