-33.3%
SOFI vs LNG
+19.2%
-52.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.7% |
| 7D | -4.9% | -4.7% | -0.3% | -6.1% |
| 30D | -3.5% | +3.8% | -7.3% | -2.4% |
| 3M | +3.9% | +16.2% | -12.3% | +7.4% |
| 6M | -6.5% | +11.7% | -18.2% | -6.5% |
| YTD | -33.8% | +44.2% | -78.1% | -39.6% |
| 1Y | -33.3% | +18.6% | -51.8% | -36.6% |
| All | -33.3% | +19.2% | -52.4% | -36.6% |
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 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