+3,343.4%
STX vs LNG
+562.2%
+2,781.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -2.3% | -4.7% | +2.4% | -1.3% |
| 30D | -5.5% | +3.8% | -9.3% | -6.5% |
| 3M | -4.3% | +16.2% | -20.5% | -8.1% |
| 6M | +115.6% | +11.7% | +103.9% | +107.5% |
| YTD | +202.2% | +44.2% | +158.0% | +170.6% |
| 1Y | +325.3% | +18.6% | +306.7% | +300.3% |
| 3Y | +1,283.9% | +77.4% | +1,206.5% | +1,044.4% |
| 5Y | +1,048.3% | +232.3% | +816.0% | +672.3% |
| All | +3,343.4% | +562.2% | +2,781.2% | +1,679.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling