+60.2%
SCHD vs LNG
+228.1%
-168.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.0% | -4.7% | +2.7% | -1.2% |
| 30D | -0.4% | +3.8% | -4.2% | -1.1% |
| 3M | +5.7% | +16.2% | -10.4% | +2.9% |
| 6M | +11.9% | +11.7% | +0.2% | +9.2% |
| YTD | +26.4% | +44.2% | -17.8% | +17.8% |
| 1Y | +27.6% | +18.6% | +9.0% | +23.1% |
| 3Y | +54.9% | +77.4% | -22.5% | +38.0% |
| All | +60.2% | +228.1% | -168.0% | +28.9% |
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