+327.2%
SMH vs LNG
+228.1%
+99.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.3% | -4.7% | +4.9% | +1.1% |
| 30D | -2.8% | +3.8% | -6.6% | -3.6% |
| 3M | -6.7% | +16.2% | -22.9% | -9.9% |
| 6M | +41.8% | +11.7% | +30.1% | +36.6% |
| YTD | +57.9% | +44.2% | +13.7% | +41.4% |
| 1Y | +87.6% | +18.6% | +69.1% | +77.4% |
| 3Y | +282.9% | +77.4% | +205.5% | +223.0% |
| All | +327.2% | +228.1% | +99.1% | +212.0% |
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 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