+226.7%
SLV vs LNG
+674.0%
-447.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.4% |
| 7D | -3.9% | +10.9% | -14.8% | -4.3% |
| 30D | -15.6% | +8.1% | -23.8% | -16.0% |
| 3M | -23.6% | +15.7% | -39.3% | -24.2% |
| 6M | -42.6% | +27.2% | -69.8% | -43.3% |
| YTD | -30.0% | +60.7% | -90.7% | -31.7% |
| 1Y | -6.6% | +46.3% | -52.9% | -8.6% |
| 3Y | +121.8% | +85.6% | +36.2% | +114.2% |
| 5Y | +92.7% | +211.6% | -118.9% | +81.1% |
| 10Y | +174.0% | +810.9% | -637.0% | +143.7% |
| All | +226.7% | +674.0% | -447.4% | +315.0% |
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