+21.1%
STM vs LNG
+76.4%
-55.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | -0.2% |
| 7D | +5.2% | -6.2% | +11.4% | +5.5% |
| 30D | -7.4% | +8.0% | -15.4% | -7.8% |
| 3M | -30.6% | +16.9% | -47.5% | -31.9% |
| 6M | +66.4% | +8.7% | +57.7% | +62.8% |
| YTD | +101.1% | +43.0% | +58.1% | +82.6% |
| 1Y | +97.4% | +19.4% | +77.9% | +88.4% |
| 3Y | +21.1% | +74.7% | -53.6% | +7.5% |
| All | +21.1% | +76.4% | -55.3% | +7.5% |
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