+59.5%
SCHW vs LNG
+228.1%
-168.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | -4.7% | +2.8% | -0.8% |
| 30D | -1.6% | +3.8% | -5.4% | -2.5% |
| 3M | +21.3% | +16.2% | +5.1% | +16.8% |
| 6M | +16.5% | +11.7% | +4.8% | +12.5% |
| YTD | +8.4% | +44.2% | -35.8% | -2.0% |
| 1Y | +15.6% | +18.6% | -2.9% | +9.8% |
| 3Y | +86.8% | +77.4% | +9.4% | +58.7% |
| All | +59.5% | +228.1% | -168.6% | +9.6% |
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