+32.1%
SNOW vs LNG
+495.0%
-462.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +1.1% |
| 7D | +4.9% | -6.2% | +11.1% | +6.7% |
| 30D | +1.5% | +8.0% | -6.5% | -1.2% |
| 3M | +39.5% | +16.9% | +22.6% | +32.0% |
| 6M | +85.9% | +8.7% | +77.2% | +78.3% |
| YTD | +52.9% | +43.0% | +9.9% | +33.1% |
| 1Y | +48.1% | +19.4% | +28.7% | +37.0% |
| 3Y | +102.2% | +74.7% | +27.5% | +63.0% |
| 5Y | +5.5% | +222.4% | -217.0% | -34.6% |
| All | +32.1% | +495.0% | -462.9% | -37.0% |
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