+5,361.2%
LNG vs SW
+755.0%
+4,606.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | +3.4% | -5.1% | +8.5% | +3.6% |
| 30D | +14.9% | -4.6% | +19.5% | +15.0% |
| 3M | +21.4% | +9.4% | +12.0% | +20.9% |
| 6M | +17.8% | +3.5% | +14.3% | +17.4% |
| YTD | +51.3% | +22.0% | +29.3% | +49.9% |
| 1Y | +24.4% | +2.2% | +22.2% | +24.0% |
| 3Y | +79.7% | +19.6% | +60.1% | +77.5% |
| 5Y | +241.3% | -2.3% | +243.7% | +236.6% |
| 10Y | +603.1% | +181.4% | +421.8% | +577.7% |
| All | +5,361.2% | +755.0% | +4,606.2% | +6,134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling