+463.1%
STM vs LNG
+767.2%
-304.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +2.3% |
| 7D | +1.4% | +4.5% | -3.1% | +0.2% |
| 30D | -8.4% | +8.0% | -16.4% | -10.6% |
| 3M | -15.8% | +15.0% | -30.8% | -19.7% |
| 6M | -22.8% | +27.1% | -49.9% | -29.5% |
| YTD | +79.4% | +58.1% | +21.2% | +49.2% |
| 1Y | +97.0% | +45.0% | +52.0% | +68.8% |
| 3Y | +14.2% | +82.6% | -68.4% | -11.8% |
| 5Y | -4.5% | +206.8% | -211.3% | -42.5% |
| 10Y | +463.1% | +796.3% | -333.2% | +115.5% |
| All | +463.1% | +767.2% | -304.2% | +115.5% |
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