+74.7%
LNG vs STT
+203.8%
-129.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.2% | -5.2% |
| 7D | -6.2% | +2.2% | -8.3% | -6.6% |
| 30D | +8.0% | +3.9% | +4.1% | +7.0% |
| 3M | +16.9% | +19.2% | -2.3% | +11.7% |
| 6M | +8.7% | +60.4% | -51.7% | -4.5% |
| YTD | +43.0% | +51.5% | -8.4% | +27.4% |
| 1Y | +19.4% | +76.3% | -56.9% | +0.5% |
| 3Y | +74.7% | +200.7% | -126.0% | +25.2% |
| All | +74.7% | +203.8% | -129.1% | +25.2% |
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