+1.5%
SMR vs LNG
+114.3%
-112.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -5.8% |
| 7D | +4.7% | -4.5% | +9.2% | +6.1% |
| 30D | +3.2% | +4.7% | -1.4% | +0.5% |
| 3M | +9.9% | +15.1% | -5.2% | +1.2% |
| 6M | -15.1% | +13.6% | -28.7% | -23.7% |
| YTD | -27.9% | +44.0% | -71.9% | -43.7% |
| 1Y | -70.2% | +18.4% | -88.6% | -74.2% |
| 3Y | +72.5% | +75.9% | -3.4% | +24.6% |
| All | +1.5% | +114.3% | -112.8% | -33.3% |
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