-16.5%
SOUN vs LNG
+107.0%
-123.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -7.1% | -4.7% | -2.4% | -5.4% |
| 30D | -15.4% | +3.8% | -19.2% | -16.8% |
| 3M | -10.6% | +16.2% | -26.7% | -17.0% |
| 6M | -19.6% | +11.7% | -31.3% | -26.7% |
| YTD | -37.2% | +44.2% | -81.4% | -50.9% |
| 1Y | -57.1% | +18.6% | -75.6% | -62.4% |
| 3Y | +178.2% | +77.4% | +100.8% | +87.6% |
| All | -16.5% | +107.0% | -123.5% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling