+2,435.9%
SAP vs LNG
+2,108.4%
+327.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | +12.1% | +10.7% | +1.4% | +11.3% |
| 6M | +34.6% | +23.1% | +11.5% | +32.8% |
| YTD | -2.1% | +52.4% | -54.5% | -4.7% |
| 1Y | -5.5% | +40.0% | -45.6% | -7.6% |
| 3Y | +67.4% | +76.0% | -8.6% | +61.4% |
| 5Y | +74.6% | +194.7% | -120.1% | +62.8% |
| 10Y | +224.0% | +726.7% | -502.7% | +183.8% |
| All | +2,435.9% | +2,108.4% | +327.4% | +1,526.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling