+1,270.6%
SMH vs LNG
+16,193.7%
-14,923.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.3% | -6.7% | +11.1% | +4.9% |
| 30D | +0.9% | +3.9% | -3.0% | +0.5% |
| 3M | -2.8% | +15.5% | -18.3% | -4.3% |
| 6M | +45.6% | +10.5% | +35.1% | +43.7% |
| YTD | +59.5% | +43.0% | +16.5% | +53.6% |
| 1Y | +93.4% | +18.9% | +74.6% | +89.3% |
| 3Y | +287.1% | +74.7% | +212.4% | +265.2% |
| 5Y | +338.0% | +231.2% | +106.8% | +289.2% |
| 10Y | +1,876.8% | +544.5% | +1,332.3% | +1,547.7% |
| All | +1,270.6% | +16,193.7% | -14,923.1% | +867.8% |
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