+85.9%
LNG vs STT
+182.6%
-96.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +11.3% | +4.8% | +6.6% | +10.2% |
| 30D | +10.6% | +3.9% | +6.7% | +9.6% |
| 3M | +16.1% | -8.2% | +24.3% | +18.3% |
| 6M | +29.6% | +15.6% | +13.9% | +24.5% |
| YTD | +60.3% | +37.6% | +22.7% | +46.2% |
| 1Y | +46.1% | +50.1% | -4.0% | +29.1% |
| 3Y | +85.9% | +183.1% | -97.1% | +38.3% |
| All | +85.9% | +182.6% | -96.7% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling