+10,358.4%
SHW vs LNG
+1,178.8%
+9,179.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -3.2% | +3.4% | -6.7% | -3.3% |
| 30D | -9.5% | +14.9% | -24.4% | -9.9% |
| 3M | +11.5% | +21.4% | -9.9% | +10.8% |
| 6M | -3.5% | +17.8% | -21.3% | -4.1% |
| YTD | +3.7% | +51.3% | -47.6% | +2.4% |
| 1Y | -7.9% | +24.4% | -32.3% | -8.6% |
| 3Y | +24.7% | +79.7% | -55.0% | +22.4% |
| 5Y | +13.6% | +241.3% | -227.7% | +9.3% |
| 10Y | +283.0% | +603.1% | -320.2% | +260.1% |
| All | +10,358.4% | +1,178.8% | +9,179.6% | +8,734.1% |
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