+98.3%
STM vs LNG
+45.6%
+52.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.5% |
| 7D | +12.0% | +11.3% | +0.7% | +14.6% |
| 30D | -0.4% | +10.6% | -11.0% | +2.9% |
| 3M | -13.2% | +16.1% | -29.3% | -8.0% |
| 6M | -26.1% | +29.6% | -55.6% | -18.2% |
| YTD | +81.2% | +60.3% | +20.9% | +99.6% |
| 1Y | +98.3% | +46.1% | +52.2% | +119.0% |
| All | +98.3% | +45.6% | +52.7% | +119.0% |
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