+1,255.2%
LNG vs STT
+3,365.7%
-2,110.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +11.3% | +4.8% | +6.6% | +9.7% |
| 30D | +10.6% | +3.9% | +6.7% | +9.2% |
| 3M | +16.1% | -8.2% | +24.3% | +19.2% |
| 6M | +29.6% | +15.6% | +13.9% | +22.9% |
| YTD | +60.3% | +37.6% | +22.7% | +42.7% |
| 1Y | +46.1% | +50.1% | -4.0% | +26.2% |
| 3Y | +85.9% | +183.1% | -97.1% | +28.6% |
| 5Y | +210.8% | +104.8% | +106.0% | +130.8% |
| 10Y | +808.8% | +201.9% | +606.9% | +463.6% |
| All | +1,255.2% | +3,365.7% | -2,110.5% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling