-46.2%
SE vs LNG
+45.6%
-91.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.1% |
| 7D | -0.5% | +11.3% | -11.8% | +1.9% |
| 30D | -20.9% | +10.6% | -31.6% | -19.0% |
| 3M | -38.9% | +16.1% | -55.0% | -36.5% |
| 6M | -19.4% | +29.6% | -49.0% | -14.7% |
| YTD | -40.9% | +60.3% | -101.3% | -44.8% |
| 1Y | -46.2% | +46.1% | -92.3% | -44.5% |
| All | -46.2% | +45.6% | -91.8% | -44.5% |
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