+99.6%
STM vs LNG
+23.0%
+76.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +2.0% |
| 7D | +5.8% | +3.4% | +2.4% | +7.1% |
| 30D | -1.0% | +14.9% | -15.9% | +4.3% |
| 3M | -33.3% | +21.4% | -54.6% | -28.3% |
| 6M | +57.4% | +17.8% | +39.6% | +62.3% |
| YTD | +102.2% | +51.3% | +50.9% | +100.9% |
| 1Y | +99.6% | +24.4% | +75.2% | +111.2% |
| All | +99.6% | +23.0% | +76.5% | +111.2% |
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