-12.4%
SOUN vs LNG
+105.3%
-117.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -0.4% |
| 7D | -4.1% | -6.2% | +2.1% | -1.7% |
| 30D | -18.1% | +8.0% | -26.1% | -20.8% |
| 3M | -12.3% | +16.9% | -29.2% | -19.0% |
| 6M | -18.6% | +8.7% | -27.3% | -24.7% |
| YTD | -34.1% | +43.0% | -77.1% | -48.3% |
| 1Y | -57.0% | +19.4% | -76.5% | -62.6% |
| 3Y | +185.7% | +74.7% | +110.9% | +94.1% |
| All | -12.4% | +105.3% | -117.7% | -51.9% |
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