-40.8%
SOFI vs LNG
+42.0%
-82.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.2% | +9.8% | +2.2% |
| 7D | +1.4% | -1.9% | +3.3% | +1.1% |
| 30D | +9.2% | +6.2% | +3.0% | +11.2% |
| 3M | -7.1% | +13.7% | -20.8% | -3.5% |
| 6M | +7.3% | +7.5% | -0.2% | +12.1% |
| YTD | -33.6% | +51.3% | -84.9% | -40.9% |
| 1Y | -40.8% | +42.6% | -83.5% | -44.7% |
| All | -40.8% | +42.0% | -82.8% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling