+8,434.7%
SHOP vs LNG
+305.8%
+8,128.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -5.1% | +3.4% | -8.5% | -6.2% |
| 30D | +0.6% | +14.9% | -14.3% | -4.2% |
| 3M | +25.0% | +21.4% | +3.6% | +16.1% |
| 6M | +11.9% | +17.8% | -5.9% | +3.7% |
| YTD | -9.9% | +51.3% | -61.2% | -23.8% |
| 1Y | 0.0% | +24.4% | -24.5% | -9.6% |
| 3Y | +117.5% | +79.7% | +37.8% | +71.2% |
| 5Y | -6.6% | +241.3% | -248.0% | -42.7% |
| 10Y | +3,320.3% | +603.1% | +2,717.2% | +1,428.9% |
| All | +8,434.7% | +305.8% | +8,128.9% | +5,209.1% |
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 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