+2,941.1%
SHOP vs LNG
+561.0%
+2,380.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -13.2% | -4.5% | -8.7% | -11.9% |
| 30D | -17.0% | +4.7% | -21.7% | -18.4% |
| 3M | +17.0% | +15.1% | +1.9% | +10.8% |
| 6M | -2.1% | +13.6% | -15.7% | -8.1% |
| YTD | -21.4% | +44.0% | -65.3% | -32.4% |
| 1Y | -11.0% | +18.4% | -29.3% | -18.1% |
| 3Y | +100.9% | +75.9% | +25.1% | +59.3% |
| 5Y | -14.7% | +231.7% | -246.4% | -47.0% |
| All | +2,941.1% | +561.0% | +2,380.1% | +1,339.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling