-12.1%
SHOP vs LNG
+212.1%
-224.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.1% |
| 7D | +2.1% | +10.9% | -8.8% | -0.9% |
| 30D | -16.8% | +8.1% | -25.0% | -19.3% |
| 3M | -2.4% | +15.7% | -18.1% | -7.3% |
| 6M | +47.0% | +27.2% | +19.8% | +34.2% |
| YTD | -8.8% | +60.7% | -69.5% | -25.7% |
| 1Y | -6.3% | +46.3% | -52.6% | -20.8% |
| 3Y | +139.3% | +85.6% | +53.7% | +82.0% |
| 5Y | -12.1% | +211.6% | -223.7% | -48.6% |
| All | -12.1% | +212.1% | -224.2% | -48.6% |
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