+43.4%
SMH vs LNG
+42.0%
+1.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.2% | +3.4% | -4.3% |
| 7D | -11.2% | -1.9% | -9.2% | -11.2% |
| 30D | -20.4% | +6.2% | -26.7% | -18.4% |
| 3M | -12.4% | +13.7% | -26.2% | -7.9% |
| 6M | -0.5% | +7.5% | -8.0% | +4.4% |
| YTD | +40.0% | +51.3% | -11.3% | +47.0% |
| 1Y | +43.4% | +42.6% | +0.8% | +50.9% |
| All | +43.4% | +42.0% | +1.4% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling