+87.6%
SMH vs LNG
+19.2%
+68.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +0.3% | -4.7% | +4.9% | -1.2% |
| 30D | -2.8% | +3.8% | -6.6% | -1.4% |
| 3M | -6.7% | +16.2% | -22.9% | -1.2% |
| 6M | +41.8% | +11.7% | +30.1% | +46.4% |
| YTD | +57.9% | +44.2% | +13.7% | +63.0% |
| 1Y | +87.6% | +18.6% | +69.1% | +94.1% |
| All | +87.6% | +19.2% | +68.5% | +94.1% |
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 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