+97.0%
STM vs LNG
+45.3%
+51.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +4.3% |
| 7D | +1.4% | +4.5% | -3.1% | +2.2% |
| 30D | -8.4% | +8.0% | -16.4% | -6.0% |
| 3M | -15.8% | +15.0% | -30.8% | -10.9% |
| 6M | -22.8% | +27.1% | -49.9% | -15.0% |
| YTD | +79.4% | +58.1% | +21.2% | +96.4% |
| 1Y | +97.0% | +45.0% | +52.0% | +115.5% |
| All | +97.0% | +45.3% | +51.7% | +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 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