+77.5%
SO vs LNG
+212.1%
-134.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -0.9% | +10.9% | -11.9% | -2.0% |
| 30D | +4.9% | +8.1% | -3.2% | +4.0% |
| 3M | +0.8% | +15.7% | -14.9% | -1.0% |
| 6M | +0.6% | +27.2% | -26.7% | -2.3% |
| YTD | +8.7% | +60.7% | -52.1% | +2.7% |
| 1Y | +4.0% | +46.3% | -42.3% | -0.7% |
| 3Y | +50.6% | +85.6% | -35.1% | +39.3% |
| 5Y | +77.5% | +211.6% | -134.1% | +62.2% |
| All | +77.5% | +212.1% | -134.6% | +62.2% |
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