+42.0%
SOFI vs LNG
+379.7%
-337.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -4.9% | -4.7% | -0.3% | -3.1% |
| 30D | -3.5% | +3.8% | -7.3% | -5.3% |
| 3M | +3.9% | +16.2% | -12.3% | -4.1% |
| 6M | -6.5% | +11.7% | -18.2% | -14.0% |
| YTD | -33.8% | +44.2% | -78.1% | -46.9% |
| 1Y | -33.3% | +18.6% | -51.8% | -40.8% |
| 3Y | +94.6% | +77.4% | +17.2% | +44.0% |
| 5Y | +13.3% | +232.3% | -219.0% | -44.6% |
| All | +42.0% | +379.7% | -337.7% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling