+229.3%
SAP vs LNG
+767.2%
-537.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.4% |
| 7D | -2.5% | +4.5% | -7.0% | -3.2% |
| 30D | +7.5% | +8.0% | -0.6% | +5.9% |
| 3M | +11.6% | +15.0% | -3.3% | +8.7% |
| 6M | +37.6% | +27.1% | +10.6% | +31.4% |
| YTD | -2.0% | +58.1% | -60.1% | -10.7% |
| 1Y | -6.4% | +45.0% | -51.4% | -13.4% |
| 3Y | +67.7% | +82.6% | -14.9% | +47.0% |
| 5Y | +75.7% | +206.8% | -131.1% | +34.1% |
| 10Y | +229.3% | +796.3% | -567.0% | +108.4% |
| All | +229.3% | +767.2% | -537.9% | +108.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling