+3,596.5%
SO vs LNG
+1,255.2%
+2,341.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +1.4% | +11.3% | -10.0% | +1.2% |
| 30D | +4.7% | +10.6% | -5.9% | +4.5% |
| 3M | +1.7% | +16.1% | -14.4% | +1.5% |
| 6M | +2.2% | +29.6% | -27.4% | +1.7% |
| YTD | +10.0% | +60.3% | -50.4% | +9.2% |
| 1Y | +6.0% | +46.1% | -40.1% | +5.4% |
| 3Y | +54.1% | +85.9% | -31.8% | +52.6% |
| 5Y | +79.6% | +210.8% | -131.2% | +76.5% |
| 10Y | +195.5% | +808.8% | -613.3% | +185.8% |
| All | +3,596.5% | +1,255.2% | +2,341.3% | +3,345.3% |
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