+5,361.5%
LNG vs SW
+743.1%
+4,618.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.1% | -10.2% | -6.3% |
| 7D | -1.9% | +12.1% | -14.0% | -2.2% |
| 30D | +6.2% | +6.6% | -0.3% | +6.0% |
| 3M | +13.7% | -6.0% | +19.8% | +13.9% |
| 6M | +7.5% | +21.5% | -14.0% | +6.7% |
| YTD | +51.3% | +20.3% | +31.0% | +49.9% |
| 1Y | +42.6% | +28.1% | +14.5% | +41.0% |
| 3Y | +73.2% | +51.6% | +21.6% | +70.0% |
| 5Y | +189.8% | -0.1% | +190.0% | +185.7% |
| 10Y | +733.2% | +189.7% | +543.4% | +703.2% |
| All | +5,361.5% | +743.1% | +4,618.5% | +6,135.7% |
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