-66.9%
SE vs LNG
+229.3%
-296.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -4.8% | -4.5% | -0.3% | -3.6% |
| 30D | -18.1% | +4.7% | -22.8% | -19.5% |
| 3M | +30.6% | +15.1% | +15.5% | +23.6% |
| 6M | +20.8% | +13.6% | +7.2% | +12.7% |
| YTD | -15.6% | +44.0% | -59.5% | -28.5% |
| 1Y | -44.2% | +18.4% | -62.6% | -48.9% |
| 3Y | +181.5% | +75.9% | +105.7% | +121.5% |
| 5Y | -66.9% | +231.7% | -298.6% | -78.8% |
| All | -66.9% | +229.3% | -296.2% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling