-12.8%
SHOP vs LNG
+228.1%
-240.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -11.2% | -4.7% | -6.6% | -9.9% |
| 30D | -14.4% | +3.8% | -18.2% | -15.4% |
| 3M | +16.6% | +16.2% | +0.4% | +10.3% |
| 6M | -0.6% | +11.7% | -12.3% | -6.1% |
| YTD | -20.0% | +44.2% | -64.2% | -31.9% |
| 1Y | -11.2% | +18.6% | -29.8% | -18.4% |
| 3Y | +99.5% | +77.4% | +22.1% | +55.5% |
| All | -12.8% | +228.1% | -240.9% | -44.1% |
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