+231.7%
LNG vs STZ
-37.5%
+269.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -4.5% | -4.1% | -0.4% | -3.8% |
| 30D | +4.7% | -7.6% | +12.3% | +5.9% |
| 3M | +15.1% | -12.3% | +27.4% | +17.3% |
| 6M | +13.6% | -16.3% | +29.9% | +16.3% |
| YTD | +44.0% | -8.4% | +52.3% | +44.4% |
| 1Y | +18.4% | -10.8% | +29.2% | +19.2% |
| 3Y | +75.9% | -49.0% | +124.8% | +97.9% |
| 5Y | +231.7% | -36.5% | +268.1% | +227.7% |
| All | +231.7% | -37.5% | +269.2% | +227.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling