+4,236.6%
SNPS vs LNG
+1,236.6%
+3,000.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.3% |
| 7D | -0.2% | +4.5% | -4.7% | -0.3% |
| 30D | -8.0% | +8.0% | -16.1% | -8.3% |
| 3M | +12.5% | +15.0% | -2.5% | +11.9% |
| 6M | -10.5% | +27.1% | -37.5% | -11.3% |
| YTD | -1.6% | +58.1% | -59.7% | -3.3% |
| 1Y | +16.8% | +45.0% | -28.2% | +15.2% |
| 3Y | -10.9% | +82.6% | -93.6% | -13.0% |
| 5Y | +35.8% | +206.8% | -171.1% | +30.2% |
| 10Y | +675.0% | +796.3% | -121.3% | +616.0% |
| All | +4,236.6% | +1,236.6% | +3,000.0% | +3,294.7% |
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