+5,128.7%
LNG vs SW
+730.4%
+4,398.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 6M | +4.2% | +15.0% | -10.8% | +3.6% |
| YTD | +44.8% | +18.5% | +26.3% | +43.6% |
| 1Y | +37.3% | +27.1% | +10.2% | +35.8% |
| 3Y | +65.8% | +49.3% | +16.5% | +62.8% |
| 5Y | +171.7% | -1.6% | +173.3% | +167.9% |
| 10Y | +697.6% | +185.4% | +512.3% | +669.3% |
| All | +5,128.7% | +730.4% | +4,398.3% | +5,872.4% |
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