-11.6%
SNPS vs LNG
+83.1%
-94.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.2% |
| 7D | -0.2% | +4.5% | -4.7% | -0.5% |
| 30D | -8.0% | +8.0% | -16.1% | -8.5% |
| 3M | +12.5% | +15.0% | -2.5% | +11.4% |
| 6M | -10.5% | +27.1% | -37.5% | -12.3% |
| YTD | -1.6% | +58.1% | -59.7% | -7.8% |
| 1Y | +16.8% | +45.0% | -28.2% | +11.0% |
| All | -11.6% | +83.1% | -94.7% | -12.0% |
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 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