+19.1%
SHW vs LNG
+74.3%
-55.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -4.5% | -4.5% | 0.0% | -4.5% |
| 30D | -12.7% | +4.7% | -17.4% | -12.6% |
| 3M | +4.7% | +15.1% | -10.5% | +4.6% |
| 6M | -3.4% | +13.6% | -17.0% | -4.3% |
| YTD | -1.3% | +44.0% | -45.3% | -5.0% |
| 1Y | -10.4% | +18.4% | -28.7% | -11.6% |
| All | +19.1% | +74.3% | -55.1% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling