+0.6%
SO vs LNG
+28.6%
-28.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +3.7% |
| 3M | +0.8% | +15.7% | -14.9% | -1.6% |
| 6M | +0.6% | +27.2% | -26.7% | -3.7% |
| All | +0.6% | +28.6% | -28.0% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling