+3,595.9%
SNPS vs LNG
+1,178.8%
+2,417.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.4% |
| 7D | -11.0% | +3.4% | -14.4% | -11.1% |
| 30D | -1.7% | +14.9% | -16.6% | -2.2% |
| 3M | -20.4% | +21.4% | -41.7% | -20.9% |
| 6M | -8.6% | +17.8% | -26.4% | -9.2% |
| YTD | -16.2% | +51.3% | -67.4% | -17.4% |
| 1Y | -34.6% | +24.4% | -59.0% | -35.2% |
| 3Y | -14.5% | +79.7% | -94.1% | -16.4% |
| 5Y | +17.0% | +241.3% | -224.3% | +11.8% |
| 10Y | +560.0% | +603.1% | -43.1% | +514.1% |
| All | +3,595.9% | +1,178.8% | +2,417.0% | +2,798.3% |
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