-19.6%
SAP vs LNG
+19.6%
-39.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.4% |
| 7D | -5.1% | -4.5% | -0.6% | -5.7% |
| 30D | -1.8% | +4.7% | -6.5% | -1.1% |
| 3M | +20.9% | +15.1% | +5.8% | +22.3% |
| 6M | +7.0% | +13.6% | -6.6% | +7.8% |
| YTD | -13.7% | +44.0% | -57.7% | -10.6% |
| 1Y | -19.6% | +18.4% | -37.9% | -9.1% |
| All | -19.6% | +19.6% | -39.1% | -9.1% |
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