+18.6%
LNG vs STT
+78.9%
-60.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -4.7% | -0.4% | -4.2% | -4.7% |
| 30D | +3.8% | +1.7% | +2.1% | +3.9% |
| 3M | +16.2% | +17.9% | -1.7% | +16.7% |
| 6M | +11.7% | +55.3% | -43.6% | +13.8% |
| YTD | +44.2% | +52.7% | -8.4% | +46.4% |
| 1Y | +18.6% | +75.7% | -57.1% | +19.3% |
| All | +18.6% | +78.9% | -60.4% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling