-44.2%
SE vs LNG
+19.6%
-63.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.8% |
| 7D | -4.8% | -4.5% | -0.3% | -5.7% |
| 30D | -18.1% | +4.7% | -22.8% | -17.3% |
| 3M | +30.6% | +15.1% | +15.5% | +33.5% |
| 6M | +20.8% | +13.6% | +7.2% | +16.9% |
| YTD | -15.6% | +44.0% | -59.5% | -23.8% |
| 1Y | -44.2% | +18.4% | -62.6% | -46.4% |
| All | -44.2% | +19.6% | -63.8% | -46.4% |
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