+8,552.4%
SHOP vs LNG
+330.0%
+8,222.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.2% | +11.3% | -12.6% | -4.6% |
| 30D | -14.7% | +10.6% | -25.4% | -18.1% |
| 3M | -7.2% | +16.1% | -23.3% | -12.3% |
| 6M | +54.2% | +29.6% | +24.6% | +39.1% |
| YTD | -8.6% | +60.3% | -68.9% | -24.7% |
| 1Y | +0.5% | +46.1% | -45.6% | -14.5% |
| 3Y | +135.9% | +85.9% | +50.0% | +82.6% |
| 5Y | -11.9% | +210.8% | -222.7% | -44.2% |
| 10Y | +3,608.8% | +808.8% | +2,800.0% | +1,413.3% |
| All | +8,552.4% | +330.0% | +8,222.3% | +5,149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling