+41.1%
SOFI vs LNG
+378.8%
-337.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -7.0% | -4.5% | -2.6% | -5.3% |
| 30D | -4.3% | +4.7% | -9.0% | -6.5% |
| 3M | +8.4% | +15.1% | -6.7% | +0.5% |
| 6M | -5.9% | +13.6% | -19.5% | -14.2% |
| YTD | -34.3% | +44.0% | -78.2% | -47.2% |
| 1Y | -32.6% | +18.4% | -50.9% | -40.1% |
| 3Y | +101.3% | +75.9% | +25.4% | +49.5% |
| 5Y | +12.6% | +231.7% | -219.1% | -44.9% |
| All | +41.1% | +378.8% | -337.8% | -60.8% |
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