+219.9%
SLV vs LNG
+562.2%
-342.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.8% | -4.7% | +1.8% | -2.4% |
| 30D | -1.6% | +3.8% | -5.4% | -2.0% |
| 3M | -4.4% | +16.2% | -20.6% | -6.0% |
| 6M | -25.4% | +11.7% | -37.1% | -26.7% |
| YTD | -9.8% | +44.2% | -54.0% | -14.0% |
| 1Y | +53.8% | +18.6% | +35.2% | +49.9% |
| 3Y | +174.7% | +77.4% | +97.3% | +153.5% |
| 5Y | +164.3% | +232.3% | -68.0% | +125.8% |
| All | +219.9% | +562.2% | -342.3% | +151.7% |
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 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