+66.7%
SNXX vs LNG
+42.3%
+24.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -6.2% | -9.6% | -21.9% |
| 7D | -47.8% | -1.9% | -45.9% | -47.8% |
| 30D | -66.0% | +6.2% | -72.2% | -62.2% |
| 3M | -57.5% | +13.7% | -71.2% | -47.6% |
| 6M | -66.7% | +7.5% | -74.2% | -57.0% |
| All | +66.7% | +42.3% | +24.4% | +206.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling