+644.6%
STM vs LNG
+561.0%
+83.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -1.1% | -4.5% | +3.4% | +0.3% |
| 30D | -7.8% | +4.7% | -12.5% | -9.3% |
| 3M | -28.2% | +15.1% | -43.3% | -32.1% |
| 6M | +52.0% | +13.6% | +38.4% | +42.5% |
| YTD | +96.4% | +44.0% | +52.4% | +68.5% |
| 1Y | +98.8% | +18.4% | +80.5% | +82.9% |
| 3Y | +18.3% | +75.9% | -57.6% | -7.9% |
| 5Y | +17.7% | +231.7% | -214.0% | -32.3% |
| All | +644.6% | +561.0% | +83.5% | +218.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling