+93.8%
SNOW vs LNG
+74.3%
+19.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -7.5% | -4.5% | -3.0% | -6.7% |
| 30D | -1.3% | +4.7% | -6.0% | -2.6% |
| 3M | +37.4% | +15.1% | +22.3% | +32.2% |
| 6M | +88.1% | +13.6% | +74.5% | +79.3% |
| YTD | +50.3% | +44.0% | +6.4% | +32.2% |
| 1Y | +46.0% | +18.4% | +27.6% | +37.2% |
| All | +93.8% | +74.3% | +19.5% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling