+360.5%
SOXX vs LNG
+42.0%
+318.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.2% | +3.0% | -12.1% |
| 7D | +158.9% | -1.9% | +160.8% | +136.0% |
| 30D | +129.2% | +6.2% | +123.0% | +115.2% |
| 3M | +149.7% | +13.7% | +136.0% | +141.1% |
| 6M | +193.4% | +7.5% | +185.9% | +183.4% |
| YTD | +351.0% | +51.3% | +299.7% | +337.2% |
| 1Y | +360.5% | +42.6% | +317.9% | +345.8% |
| All | +360.5% | +42.0% | +318.5% | +345.8% |
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 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