+1,178.8%
LNG vs STRL
+14,314.5%
-13,135.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | 0.0% |
| 7D | +3.4% | +3.4% | 0.0% | +3.2% |
| 30D | +14.9% | -9.2% | +24.1% | +15.4% |
| 3M | +21.4% | -51.0% | +72.4% | +26.1% |
| 6M | +17.8% | +15.8% | +2.0% | +14.2% |
| YTD | +51.3% | +58.9% | -7.6% | +43.4% |
| 1Y | +24.4% | +68.5% | -44.1% | +16.8% |
| 3Y | +79.7% | +485.2% | -405.5% | +52.6% |
| 5Y | +241.3% | +2,005.1% | -1,763.8% | +164.6% |
| 10Y | +603.1% | +7,118.0% | -6,514.8% | +394.5% |
| All | +1,178.8% | +14,314.5% | -13,135.7% | +783.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling