+1,972.8%
STX vs LNG
+811.3%
+1,161.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +14.6% | +11.3% | +3.3% | +11.8% |
| 30D | -26.0% | +10.6% | -36.6% | -27.6% |
| 3M | -42.6% | +16.1% | -58.7% | -44.7% |
| 6M | -35.3% | +29.6% | -64.8% | -39.5% |
| YTD | +92.5% | +60.3% | +32.1% | +68.1% |
| 1Y | +102.4% | +46.1% | +56.3% | +81.2% |
| 3Y | +673.8% | +85.9% | +587.9% | +535.8% |
| 5Y | +463.1% | +210.8% | +252.2% | +288.4% |
| All | +1,972.8% | +811.3% | +1,161.5% | +909.7% |
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