-6.3%
SLB vs LNG
+26.9%
-33.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.6% | +0.6% |
| 7D | -1.2% | +4.5% | -5.7% | -2.9% |
| 30D | +4.5% | +8.0% | -3.5% | +0.5% |
| 3M | -4.6% | +15.0% | -19.6% | -10.9% |
| 6M | -6.3% | +27.1% | -33.3% | -17.2% |
| All | -6.3% | +26.9% | -33.2% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling