+231.2%
LNG vs STRL
+2,102.6%
-1,871.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -6.7% | +8.2% | -14.9% | -7.2% |
| 30D | +3.9% | -6.3% | +10.2% | +4.1% |
| 3M | +15.5% | -41.2% | +56.7% | +18.7% |
| 6M | +10.5% | +20.4% | -9.8% | +4.9% |
| YTD | +43.0% | +61.7% | -18.7% | +30.4% |
| 1Y | +18.9% | +72.7% | -53.8% | +5.9% |
| 3Y | +74.7% | +530.9% | -456.3% | +23.8% |
| 5Y | +231.2% | +2,125.4% | -1,894.2% | +66.8% |
| All | +231.2% | +2,102.6% | -1,871.4% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling