+85.9%
LNG vs STZ
-34.9%
+120.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +11.3% | +2.6% | +8.8% | +11.1% |
| 30D | +10.6% | +15.2% | -4.6% | +9.3% |
| 3M | +16.1% | +7.6% | +8.5% | +15.2% |
| 6M | +29.6% | +5.3% | +24.3% | +28.7% |
| YTD | +60.3% | +8.6% | +51.7% | +58.2% |
| 1Y | +46.1% | +15.6% | +30.5% | +43.0% |
| 3Y | +85.9% | -35.2% | +121.1% | +90.7% |
| All | +85.9% | -34.9% | +120.8% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling