+11.1%
SMR vs LNG
+112.9%
-101.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -5.5% | +20.7% | +17.3% |
| 7D | +21.4% | -6.2% | +27.5% | +23.9% |
| 30D | +13.8% | +8.0% | +5.9% | +9.2% |
| 3M | +3.9% | +16.9% | -13.0% | -5.1% |
| 6M | -4.2% | +8.7% | -12.9% | -11.8% |
| YTD | -21.1% | +43.0% | -64.1% | -38.2% |
| 1Y | -67.1% | +19.4% | -86.5% | -71.6% |
| 3Y | +88.9% | +74.7% | +14.1% | +36.8% |
| All | +11.1% | +112.9% | -101.8% | -26.8% |
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