-13.1%
SLB vs LNG
+811.3%
-824.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +3.5% | +11.3% | -7.8% | -3.7% |
| 30D | +6.5% | +10.6% | -4.1% | -1.1% |
| 3M | -0.2% | +16.1% | -16.4% | -10.5% |
| 6M | -5.7% | +29.6% | -35.3% | -21.9% |
| YTD | +36.8% | +60.3% | -23.5% | -4.0% |
| 1Y | +45.8% | +46.1% | -0.3% | +8.8% |
| 3Y | +3.4% | +85.9% | -82.6% | -37.9% |
| 5Y | +76.1% | +210.8% | -134.7% | -30.7% |
| All | -13.1% | +811.3% | -824.4% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling