+679.5%
LNG vs SW
+182.7%
+496.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.5% |
| 7D | -15.9% | +2.3% | -18.2% | -16.0% |
| 30D | +2.1% | +6.8% | -4.7% | +1.6% |
| 3M | +4.8% | -5.2% | +10.0% | +5.1% |
| 6M | +6.8% | +7.4% | -0.6% | +5.8% |
| YTD | +44.0% | +17.4% | +26.6% | +41.0% |
| 1Y | +34.9% | +27.1% | +7.8% | +31.2% |
| 3Y | +67.3% | +47.9% | +19.4% | +59.1% |
| 5Y | +170.1% | -2.6% | +172.7% | +161.3% |
| All | +679.5% | +182.7% | +496.8% | +509.0% |
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