-48.8%
SE vs LNG
+42.0%
-90.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.2% | +10.6% | +2.9% |
| 7D | +6.7% | -1.9% | +8.6% | +6.2% |
| 30D | -17.2% | +6.2% | -23.4% | -15.9% |
| 3M | -28.0% | +13.7% | -41.8% | -25.5% |
| 6M | -6.1% | +7.5% | -13.6% | -4.6% |
| YTD | -37.1% | +51.3% | -88.4% | -42.4% |
| 1Y | -48.8% | +42.6% | -91.4% | -50.9% |
| All | -48.8% | +42.0% | -90.7% | -50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling