+3,414.8%
SO vs LNG
+1,108.8%
+2,306.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.1% |
| 7D | +1.0% | -6.2% | +7.2% | +1.1% |
| 30D | -3.2% | +8.0% | -11.2% | -3.3% |
| 3M | -1.7% | +16.9% | -18.6% | -1.9% |
| 6M | -7.2% | +8.7% | -15.9% | -7.3% |
| YTD | +4.6% | +43.0% | -38.4% | +4.0% |
| 1Y | +1.2% | +19.4% | -18.2% | +0.9% |
| 3Y | +45.3% | +74.7% | -29.4% | +44.0% |
| 5Y | +58.7% | +222.4% | -163.7% | +55.9% |
| 10Y | +155.9% | +532.2% | -376.4% | +148.5% |
| All | +3,414.8% | +1,108.8% | +2,306.0% | +3,181.8% |
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