+2.5%
SLB vs LNG
+76.4%
-73.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.5% |
| 7D | +0.4% | -6.2% | +6.6% | +3.0% |
| 30D | +13.6% | +8.0% | +5.6% | +10.0% |
| 3M | +1.5% | +16.9% | -15.4% | -5.1% |
| 6M | +23.0% | +8.7% | +14.4% | +17.5% |
| YTD | +51.2% | +43.0% | +8.2% | +27.1% |
| 1Y | +63.5% | +19.4% | +44.1% | +49.4% |
| 3Y | +2.5% | +74.7% | -72.2% | -27.8% |
| All | +2.5% | +76.4% | -73.9% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling