-78.2%
SE vs LNG
+212.1%
-290.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -1.5% | +10.9% | -12.4% | -4.4% |
| 30D | -22.3% | +8.1% | -30.4% | -24.5% |
| 3M | -41.8% | +15.7% | -57.5% | -44.8% |
| 6M | -22.4% | +27.2% | -49.6% | -29.2% |
| YTD | -41.6% | +60.7% | -102.3% | -52.5% |
| 1Y | -48.0% | +46.3% | -94.3% | -56.1% |
| 3Y | +63.9% | +85.6% | -21.8% | +26.3% |
| 5Y | -78.2% | +211.6% | -289.7% | -86.9% |
| All | -78.2% | +212.1% | -290.2% | -86.9% |
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