+172.7%
SLV vs LNG
+222.3%
-49.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.8% | -6.7% | +9.5% | +3.3% |
| 30D | +2.2% | +3.9% | -1.7% | +1.9% |
| 3M | +2.9% | +15.5% | -12.6% | +1.6% |
| 6M | -22.4% | +10.5% | -32.9% | -23.7% |
| YTD | -5.7% | +43.0% | -48.7% | -10.3% |
| 1Y | +63.3% | +18.9% | +44.4% | +58.9% |
| 3Y | +189.0% | +74.7% | +114.4% | +165.0% |
| 5Y | +172.7% | +231.2% | -58.6% | +132.1% |
| All | +172.7% | +222.3% | -49.6% | +132.1% |
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