+572.1%
SNPS vs LNG
+561.0%
+11.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -4.6% | -4.5% | -0.1% | -3.8% |
| 30D | -3.3% | +4.7% | -8.0% | -4.3% |
| 3M | -13.8% | +15.1% | -28.9% | -16.6% |
| 6M | -8.2% | +13.6% | -21.8% | -11.5% |
| YTD | -15.4% | +44.0% | -59.4% | -22.8% |
| 1Y | +2.4% | +18.4% | -15.9% | -2.4% |
| 3Y | -13.5% | +75.9% | -89.4% | -25.5% |
| 5Y | +19.5% | +231.7% | -212.2% | -13.9% |
| All | +572.1% | +561.0% | +11.1% | +313.5% |
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 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