+465.1%
STM vs LNG
+811.3%
-346.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +12.0% | +11.3% | +0.7% | +8.4% |
| 30D | -0.4% | +10.6% | -11.0% | -3.6% |
| 3M | -13.2% | +16.1% | -29.3% | -17.5% |
| 6M | -26.1% | +29.6% | -55.6% | -32.8% |
| YTD | +81.2% | +60.3% | +20.9% | +50.0% |
| 1Y | +98.3% | +46.1% | +52.2% | +69.6% |
| 3Y | +16.7% | +85.9% | -69.2% | -10.4% |
| 5Y | -4.8% | +210.8% | -215.7% | -42.9% |
| All | +465.1% | +811.3% | -346.3% | +116.5% |
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