-5.9%
SAP vs LNG
+42.0%
-47.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.2% | +10.4% | +3.1% |
| 7D | +1.3% | -1.9% | +3.2% | +1.1% |
| 30D | +15.5% | +6.2% | +9.3% | +17.0% |
| 3M | +22.8% | +13.7% | +9.0% | +25.9% |
| 6M | +42.5% | +7.5% | +35.0% | +42.8% |
| YTD | +0.5% | +51.3% | -50.8% | +14.0% |
| 1Y | -5.9% | +42.6% | -48.6% | +5.6% |
| All | -5.9% | +42.0% | -47.9% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling