+1,178.8%
LNG vs STT
+3,761.1%
-2,582.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.4% | +0.5% | +2.9% | +3.2% |
| 30D | +14.9% | +3.9% | +11.0% | +13.3% |
| 3M | +21.4% | +20.0% | +1.4% | +14.0% |
| 6M | +17.8% | +55.3% | -37.5% | +1.1% |
| YTD | +51.3% | +53.3% | -2.0% | +30.1% |
| 1Y | +24.4% | +74.7% | -50.3% | +2.1% |
| 3Y | +79.7% | +205.8% | -126.2% | +21.2% |
| 5Y | +241.3% | +145.0% | +96.3% | +138.5% |
| 10Y | +603.1% | +266.0% | +337.1% | +309.8% |
| All | +1,178.8% | +3,761.1% | -2,582.3% | +99.1% |
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