+74.6%
SAP vs LNG
+188.0%
-113.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.7% |
| 7D | +1.5% | -5.5% | +7.0% | +1.8% |
| 30D | +8.8% | +5.7% | +3.1% | +8.3% |
| 3M | +12.1% | +10.7% | +1.4% | +11.2% |
| 6M | +34.6% | +23.1% | +11.5% | +32.1% |
| YTD | -2.1% | +52.4% | -54.5% | -6.4% |
| 1Y | -5.5% | +40.0% | -45.6% | -8.8% |
| 3Y | +67.4% | +76.0% | -8.6% | +58.2% |
| 5Y | +74.6% | +194.7% | -120.1% | +57.9% |
| All | +74.6% | +188.0% | -113.5% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling