+75.9%
LNG vs STZ
-49.9%
+125.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -6.7% | -6.0% | -0.7% | -6.3% |
| 30D | +3.9% | -8.9% | +12.7% | +4.6% |
| 3M | +15.5% | -12.6% | +28.1% | +16.6% |
| 6M | +10.5% | -17.2% | +27.7% | +11.8% |
| YTD | +43.0% | -10.0% | +53.0% | +43.3% |
| 1Y | +18.9% | -14.3% | +33.2% | +19.7% |
| All | +75.9% | -49.9% | +125.8% | +84.9% |
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