+2,550.6%
SOXX vs LNG
+29,156.0%
-26,605.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -4.7% | +6.1% | +1.9% |
| 30D | -3.6% | +3.8% | -7.4% | -4.1% |
| 3M | -10.2% | +16.2% | -26.3% | -11.9% |
| 6M | +54.2% | +11.7% | +42.5% | +51.4% |
| YTD | +75.2% | +44.2% | +31.0% | +66.8% |
| 1Y | +107.5% | +18.6% | +88.9% | +101.9% |
| 3Y | +226.8% | +77.4% | +149.4% | +202.7% |
| 5Y | +251.2% | +232.3% | +19.0% | +201.5% |
| 10Y | +1,567.6% | +550.1% | +1,017.5% | +1,216.9% |
| All | +2,550.6% | +29,156.0% | -26,605.4% | +1,246.7% |
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