+10.2%
SHW vs LNG
+211.7%
-201.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.9% | +11.3% | -9.4% | +1.5% |
| 30D | +8.1% | +10.6% | -2.6% | +7.4% |
| 3M | -2.8% | +16.1% | -18.9% | -3.6% |
| 6M | +15.0% | +29.6% | -14.5% | +13.2% |
| YTD | +9.0% | +60.3% | -51.3% | +4.1% |
| 1Y | +4.5% | +46.1% | -41.6% | +0.8% |
| 3Y | +41.9% | +85.9% | -44.1% | +33.2% |
| All | +10.2% | +211.7% | -201.4% | -2.0% |
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