-34.6%
SNPS vs LNG
+23.0%
-57.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.3% |
| 7D | -11.0% | +3.4% | -14.4% | -10.4% |
| 30D | -1.7% | +14.9% | -16.6% | +1.0% |
| 3M | -20.4% | +21.4% | -41.7% | -17.6% |
| 6M | -8.6% | +17.8% | -26.4% | -7.2% |
| YTD | -16.2% | +51.3% | -67.4% | -10.0% |
| 1Y | -34.6% | +24.4% | -59.0% | -44.6% |
| All | -34.6% | +23.0% | -57.6% | -44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling