+94.6%
SOFI vs LNG
+74.6%
+20.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -4.9% | -4.7% | -0.3% | -3.3% |
| 30D | -3.5% | +3.8% | -7.3% | -5.3% |
| 3M | +3.9% | +16.2% | -12.3% | -4.2% |
| 6M | -6.5% | +11.7% | -18.2% | -14.8% |
| YTD | -33.8% | +44.2% | -78.1% | -49.8% |
| 1Y | -33.3% | +18.6% | -51.8% | -41.9% |
| 3Y | +94.6% | +77.4% | +17.2% | +36.3% |
| All | +94.6% | +74.6% | +20.0% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling