+29.6%
SNOW vs LNG
+500.0%
-470.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.4% | -4.7% | +2.2% | -1.1% |
| 30D | -1.0% | +3.8% | -4.8% | -2.4% |
| 3M | +36.9% | +16.2% | +20.7% | +29.8% |
| 6M | +83.4% | +11.7% | +71.7% | +74.3% |
| YTD | +50.0% | +44.2% | +5.8% | +30.2% |
| 1Y | +46.5% | +18.6% | +28.0% | +36.0% |
| 3Y | +93.3% | +77.4% | +15.9% | +55.1% |
| 5Y | +3.3% | +232.3% | -229.0% | -36.6% |
| All | +29.6% | +500.0% | -470.4% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling