-6.4%
SAP vs LNG
+45.3%
-51.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | +0.8% |
| 7D | -2.5% | +4.5% | -7.0% | -1.7% |
| 30D | +7.5% | +8.0% | -0.6% | +9.1% |
| 3M | +11.6% | +15.0% | -3.3% | +14.7% |
| 6M | +37.6% | +27.1% | +10.6% | +42.6% |
| YTD | -2.0% | +58.1% | -60.1% | +11.6% |
| 1Y | -6.4% | +45.0% | -51.4% | +5.6% |
| All | -6.4% | +45.3% | -51.7% | +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