+182.0%
SLV vs LNG
+813.5%
-631.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.4% |
| 7D | -3.9% | +10.9% | -14.8% | -4.6% |
| 30D | -15.6% | +8.1% | -23.8% | -16.4% |
| 3M | -23.6% | +15.7% | -39.3% | -24.7% |
| 6M | -42.6% | +27.2% | -69.8% | -44.0% |
| YTD | -30.0% | +60.7% | -90.7% | -33.9% |
| 1Y | -6.6% | +46.3% | -52.9% | -10.9% |
| 3Y | +121.8% | +85.6% | +36.2% | +104.5% |
| 5Y | +92.7% | +211.6% | -118.9% | +67.1% |
| All | +182.0% | +813.5% | -631.5% | +124.6% |
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