+89.9%
SLV vs LNG
+211.7%
-121.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -5.8% | +11.3% | -17.2% | -6.3% |
| 30D | -12.1% | +10.6% | -22.8% | -12.8% |
| 3M | -24.1% | +16.1% | -40.2% | -25.0% |
| 6M | -44.4% | +29.6% | -73.9% | -45.6% |
| YTD | -31.5% | +60.3% | -91.8% | -35.5% |
| 1Y | -6.9% | +46.1% | -53.1% | -11.4% |
| 3Y | +116.0% | +85.9% | +30.1% | +97.0% |
| All | +89.9% | +211.7% | -121.8% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling