+363.5%
SE vs LNG
+597.1%
-233.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -0.5% | +11.3% | -11.8% | -4.2% |
| 30D | -20.9% | +10.6% | -31.6% | -24.1% |
| 3M | -38.9% | +16.1% | -55.0% | -42.6% |
| 6M | -19.4% | +29.6% | -49.0% | -28.0% |
| YTD | -40.9% | +60.3% | -101.3% | -52.5% |
| 1Y | -46.2% | +46.1% | -92.3% | -55.0% |
| 3Y | +63.7% | +85.9% | -22.2% | +23.6% |
| 5Y | -77.9% | +210.8% | -288.8% | -86.8% |
| All | +363.5% | +597.1% | -233.6% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling