+61.9%
SE vs LNG
+86.1%
-24.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -1.5% | +10.9% | -12.4% | -3.3% |
| 30D | -22.3% | +8.1% | -30.4% | -23.8% |
| 3M | -41.8% | +15.7% | -57.5% | -43.9% |
| 6M | -22.4% | +27.2% | -49.6% | -27.5% |
| YTD | -41.6% | +60.7% | -102.3% | -52.5% |
| 1Y | -48.0% | +46.3% | -94.3% | -55.7% |
| All | +61.9% | +86.1% | -24.2% | +33.0% |
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 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