+4,171.7%
SNPS vs LNG
+1,255.2%
+2,916.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +1.1% | +11.3% | -10.3% | +0.7% |
| 30D | -5.2% | +10.6% | -15.8% | -5.5% |
| 3M | +10.6% | +16.1% | -5.6% | +10.0% |
| 6M | -10.6% | +29.6% | -40.2% | -11.5% |
| YTD | -3.1% | +60.3% | -63.4% | -4.8% |
| 1Y | +15.6% | +46.1% | -30.6% | +13.9% |
| 3Y | -12.9% | +85.9% | -98.9% | -15.0% |
| 5Y | +31.2% | +210.8% | -179.7% | +25.7% |
| 10Y | +663.4% | +808.8% | -145.4% | +605.0% |
| All | +4,171.7% | +1,255.2% | +2,916.4% | +3,242.4% |
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