+365.4%
STX vs LNG
+23.0%
+342.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.5% |
| 7D | +2.4% | +3.4% | -1.1% | +3.8% |
| 30D | +1.4% | +14.9% | -13.5% | +7.4% |
| 3M | -8.2% | +21.4% | -29.6% | +1.6% |
| 6M | +127.0% | +17.8% | +109.2% | +155.3% |
| YTD | +209.1% | +51.3% | +157.9% | +339.1% |
| 1Y | +365.4% | +24.4% | +341.0% | +386.2% |
| All | +365.4% | +23.0% | +342.4% | +386.2% |
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