+196.4%
SE vs LNG
+73.1%
+123.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +2.3% |
| 7D | +0.6% | -6.2% | +6.8% | +1.9% |
| 30D | -0.1% | +8.0% | -8.1% | -2.2% |
| 3M | +34.1% | +16.9% | +17.2% | +27.2% |
| 6M | +23.2% | +8.7% | +14.5% | +17.1% |
| YTD | -11.2% | +43.0% | -54.2% | -25.9% |
| 1Y | -40.5% | +19.4% | -60.0% | -45.9% |
| All | +196.4% | +73.1% | +123.3% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling