+21.1%
STM vs LNG
+222.3%
-201.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.7% | -6.7% | +8.4% | +2.7% |
| 30D | -5.2% | +3.9% | -9.0% | -5.8% |
| 3M | -29.6% | +15.5% | -45.1% | -31.8% |
| 6M | +54.4% | +10.5% | +43.8% | +49.4% |
| YTD | +99.5% | +43.0% | +56.6% | +80.6% |
| 1Y | +100.8% | +18.9% | +81.9% | +90.4% |
| 3Y | +20.2% | +74.7% | -54.5% | +2.7% |
| 5Y | +21.1% | +231.2% | -210.1% | -6.8% |
| All | +21.1% | +222.3% | -201.1% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling