-14.2%
SLB vs LNG
+767.2%
-781.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.6% | -0.3% |
| 7D | -1.2% | +4.5% | -5.7% | -4.1% |
| 30D | +4.5% | +8.0% | -3.5% | -1.4% |
| 3M | -4.6% | +15.0% | -19.6% | -13.9% |
| 6M | -6.3% | +27.1% | -33.3% | -21.4% |
| YTD | +35.0% | +58.1% | -23.2% | -4.5% |
| 1Y | +38.8% | +45.0% | -6.2% | +4.0% |
| 3Y | +3.3% | +82.6% | -79.4% | -37.1% |
| 5Y | +73.6% | +206.8% | -133.2% | -31.1% |
| 10Y | -14.2% | +796.3% | -810.5% | -83.4% |
| All | -14.2% | +767.2% | -781.5% | -83.4% |
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