+3.5%
SNOW vs LNG
+229.3%
-225.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -7.5% | -4.5% | -3.0% | -6.4% |
| 30D | -1.3% | +4.7% | -6.0% | -2.9% |
| 3M | +37.4% | +15.1% | +22.3% | +31.0% |
| 6M | +88.1% | +13.6% | +74.5% | +78.1% |
| YTD | +50.3% | +44.0% | +6.4% | +31.1% |
| 1Y | +46.0% | +18.4% | +27.6% | +36.0% |
| 3Y | +98.7% | +75.9% | +22.8% | +61.7% |
| 5Y | +3.5% | +231.7% | -228.2% | -32.7% |
| All | +3.5% | +229.3% | -225.8% | -32.7% |
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