+10.3%
STM vs LNG
+77.7%
-67.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.1% |
| 7D | -7.9% | -5.5% | -2.4% | -7.7% |
| 30D | -14.1% | +5.7% | -19.9% | -14.4% |
| 3M | -17.6% | +10.7% | -28.3% | -18.0% |
| 6M | -24.2% | +23.1% | -47.3% | -25.8% |
| YTD | +73.3% | +52.4% | +20.9% | +56.5% |
| 1Y | +90.1% | +40.0% | +50.1% | +75.9% |
| 3Y | +10.3% | +76.0% | -65.7% | -0.5% |
| All | +10.3% | +77.7% | -67.3% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling