+696.6%
SLB vs LNG
+1,258.4%
-561.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +2.6% | +10.9% | -8.4% | +1.8% |
| 30D | +4.4% | +8.1% | -3.7% | +3.8% |
| 3M | -2.7% | +15.7% | -18.4% | -3.8% |
| 6M | -7.5% | +27.2% | -34.8% | -9.2% |
| YTD | +34.8% | +60.7% | -25.9% | +30.1% |
| 1Y | +44.6% | +46.3% | -1.7% | +40.5% |
| 3Y | +3.2% | +85.6% | -82.4% | -1.5% |
| 5Y | +73.6% | +211.6% | -138.0% | +60.4% |
| 10Y | -14.3% | +810.9% | -825.2% | -25.1% |
| All | +696.6% | +1,258.4% | -561.8% | +470.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling