+57.9%
SO vs LNG
+222.3%
-164.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | 0.0% | -6.7% | +6.8% | +0.7% |
| 30D | -2.5% | +3.9% | -6.3% | -2.9% |
| 3M | -4.2% | +15.5% | -19.7% | -5.7% |
| 6M | -7.7% | +10.5% | -18.2% | -8.9% |
| YTD | +3.8% | +43.0% | -39.2% | -0.3% |
| 1Y | +0.1% | +18.9% | -18.8% | -2.2% |
| 3Y | +44.2% | +74.7% | -30.4% | +35.0% |
| 5Y | +57.9% | +231.2% | -173.4% | +41.1% |
| All | +57.9% | +222.3% | -164.4% | +41.1% |
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