+2,448.5%
SAP vs LNG
+2,223.3%
+225.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.6% | +11.3% | -10.7% | 0.0% |
| 30D | +6.5% | +10.6% | -4.1% | +5.9% |
| 3M | +12.2% | +16.1% | -3.9% | +11.2% |
| 6M | +46.1% | +29.6% | +16.5% | +43.8% |
| YTD | -1.6% | +60.3% | -61.9% | -4.4% |
| 1Y | -5.1% | +46.1% | -51.2% | -7.4% |
| 3Y | +68.4% | +85.9% | -17.6% | +61.8% |
| 5Y | +79.4% | +210.8% | -131.4% | +66.8% |
| 10Y | +230.5% | +808.8% | -578.3% | +188.0% |
| All | +2,448.5% | +2,223.3% | +225.2% | +1,530.3% |
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