+2,285.7%
STM vs LNG
+4,284.5%
-1,998.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +5.8% | +3.4% | +2.4% | +5.6% |
| 30D | -1.0% | +14.9% | -15.9% | -1.9% |
| 3M | -33.3% | +21.4% | -54.6% | -34.1% |
| 6M | +57.4% | +17.8% | +39.6% | +55.3% |
| YTD | +102.2% | +51.3% | +50.9% | +96.4% |
| 1Y | +99.6% | +24.4% | +75.2% | +96.2% |
| 3Y | +14.5% | +79.7% | -65.2% | +9.9% |
| 5Y | +21.4% | +241.3% | -219.9% | +11.7% |
| 10Y | +695.0% | +603.1% | +91.8% | +600.2% |
| All | +2,285.7% | +4,284.5% | -1,998.8% | +1,581.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling