+550.0%
LNG vs STZ
-11.3%
+561.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -4.7% | -4.5% | -0.2% | -3.3% |
| 30D | +3.8% | -8.6% | +12.4% | +6.6% |
| 3M | +16.2% | -13.8% | +29.9% | +21.0% |
| 6M | +11.7% | -17.2% | +28.8% | +17.2% |
| YTD | +44.2% | -9.4% | +53.6% | +46.1% |
| 1Y | +18.6% | -11.9% | +30.4% | +20.7% |
| 3Y | +77.4% | -49.6% | +127.0% | +113.7% |
| 5Y | +232.3% | -37.2% | +269.4% | +261.6% |
| All | +550.0% | -11.3% | +561.3% | +506.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling