-5.9%
SLB vs LNG
+561.0%
-566.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.3% |
| 7D | -2.4% | -4.5% | +2.0% | +0.4% |
| 30D | +4.9% | +4.7% | +0.2% | +1.5% |
| 3M | +1.4% | +15.1% | -13.7% | -8.4% |
| 6M | +17.6% | +13.6% | +4.1% | +5.8% |
| YTD | +48.3% | +44.0% | +4.4% | +12.7% |
| 1Y | +58.7% | +18.4% | +40.3% | +37.5% |
| 3Y | +0.6% | +75.9% | -75.3% | -36.8% |
| 5Y | +133.6% | +231.7% | -98.1% | -12.3% |
| All | -5.9% | +561.0% | -566.9% | -77.6% |
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 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