+1,258.4%
LNG vs STRL
+8,836.3%
-7,577.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.7% |
| 7D | +10.9% | +23.4% | -12.5% | +9.4% |
| 30D | +8.1% | -39.5% | +47.6% | +11.2% |
| 3M | +15.7% | -45.1% | +60.7% | +19.4% |
| 6M | +27.2% | -64.6% | +91.8% | +34.0% |
| YTD | +60.7% | -1.5% | +62.2% | +56.2% |
| 1Y | +46.3% | -20.8% | +67.1% | +43.9% |
| 3Y | +85.6% | +353.1% | -267.5% | +59.7% |
| 5Y | +211.6% | +942.9% | -731.3% | +151.5% |
| 10Y | +810.9% | +3,847.6% | -3,036.7% | +562.4% |
| All | +1,258.4% | +8,836.3% | -7,577.9% | +862.1% |
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