+583.6%
LNG vs SW
+147.8%
+435.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +3.4% | -5.1% | +8.5% | +3.8% |
| 30D | +14.9% | -4.6% | +19.5% | +15.1% |
| 3M | +21.4% | +9.4% | +12.0% | +20.2% |
| 6M | +17.8% | +3.5% | +14.3% | +16.9% |
| YTD | +51.3% | +22.0% | +29.3% | +47.9% |
| 1Y | +24.4% | +2.2% | +22.2% | +23.3% |
| 3Y | +79.7% | +19.6% | +60.1% | +73.9% |
| 5Y | +241.3% | -2.3% | +243.7% | +230.4% |
| All | +583.6% | +147.8% | +435.8% | +457.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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