-73.1%
SMR vs LNG
+23.0%
-96.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.3% |
| 7D | +4.4% | +3.4% | +1.0% | +6.5% |
| 30D | +3.4% | +14.9% | -11.5% | +12.2% |
| 3M | -19.2% | +21.4% | -40.6% | -9.4% |
| 6M | -22.6% | +17.8% | -40.5% | -16.8% |
| YTD | -31.5% | +51.3% | -82.8% | -23.7% |
| 1Y | -73.1% | +24.4% | -97.5% | -81.5% |
| All | -73.1% | +23.0% | -96.1% | -81.5% |
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