+171.7%
LNG vs SW
-1.6%
+173.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.2% |
| 7D | -12.3% | +4.7% | -17.0% | -12.5% |
| 30D | +1.6% | +5.0% | -3.4% | +1.4% |
| 3M | +10.0% | -7.3% | +17.3% | +10.2% |
| 6M | +4.2% | +15.0% | -10.8% | +3.2% |
| YTD | +44.8% | +18.5% | +26.3% | +42.7% |
| 1Y | +37.3% | +27.1% | +10.2% | +34.6% |
| 3Y | +65.8% | +49.3% | +16.5% | +61.1% |
| 5Y | +171.7% | -1.6% | +173.3% | +167.1% |
| All | +171.7% | -1.6% | +173.3% | +167.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling