+17.9%
SNPS vs LNG
+222.3%
-204.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.5% | -6.7% | +1.3% | -4.7% |
| 30D | -4.5% | +3.9% | -8.3% | -5.1% |
| 3M | -15.5% | +15.5% | -31.0% | -17.5% |
| 6M | -10.1% | +10.5% | -20.6% | -12.2% |
| YTD | -16.3% | +43.0% | -59.2% | -22.0% |
| 1Y | -34.9% | +18.9% | -53.8% | -37.4% |
| 3Y | -14.4% | +74.7% | -89.0% | -23.6% |
| 5Y | +17.9% | +231.2% | -213.3% | -6.6% |
| All | +17.9% | +222.3% | -204.4% | -6.6% |
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 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