+3,552.2%
SO vs LNG
+1,258.4%
+2,293.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.5% |
| 7D | -0.9% | +10.9% | -11.9% | -1.1% |
| 30D | +4.9% | +8.1% | -3.2% | +4.8% |
| 3M | +0.8% | +15.7% | -14.9% | +0.5% |
| 6M | +0.6% | +27.2% | -26.7% | +0.2% |
| YTD | +8.7% | +60.7% | -52.1% | +7.9% |
| 1Y | +4.0% | +46.3% | -42.3% | +3.3% |
| 3Y | +50.6% | +85.6% | -35.1% | +49.1% |
| 5Y | +77.5% | +211.6% | -134.1% | +74.4% |
| 10Y | +192.0% | +810.9% | -619.0% | +182.4% |
| All | +3,552.2% | +1,258.4% | +2,293.8% | +3,304.0% |
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