+179.0%
SAP vs LNG
+543.8%
-364.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -6.7% | +6.5% | +0.9% |
| 30D | +0.3% | +3.9% | -3.6% | -0.4% |
| 3M | +16.9% | +15.5% | +1.4% | +13.6% |
| 6M | +6.3% | +10.5% | -4.2% | +3.7% |
| YTD | -12.4% | +43.0% | -55.4% | -18.7% |
| 1Y | -21.6% | +18.9% | -40.5% | -24.7% |
| 3Y | +54.8% | +74.7% | -19.9% | +36.5% |
| 5Y | +56.2% | +231.2% | -175.1% | +15.9% |
| 10Y | +179.0% | +544.5% | -365.5% | +77.3% |
| All | +179.0% | +543.8% | -364.7% | +77.3% |
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