+59.2%
SAP vs LNG
+86.6%
-27.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.9% | +3.4% | -6.3% | -3.0% |
| 30D | +9.0% | +14.9% | -5.9% | +8.3% |
| 3M | +14.9% | +21.4% | -6.4% | +13.4% |
| 6M | +11.9% | +17.8% | -5.9% | +10.1% |
| YTD | -9.9% | +51.3% | -61.2% | -14.0% |
| 1Y | -19.5% | +24.4% | -44.0% | -21.0% |
| All | +59.2% | +86.6% | -27.4% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling