+1,077.4%
STX vs LNG
+222.3%
+855.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +9.6% | -6.7% | +16.3% | +10.7% |
| 30D | +10.6% | +3.9% | +6.7% | +9.7% |
| 3M | +4.8% | +15.5% | -10.7% | +2.1% |
| 6M | +137.3% | +10.5% | +126.7% | +131.3% |
| YTD | +222.5% | +43.0% | +179.5% | +195.6% |
| 1Y | +366.2% | +18.9% | +347.4% | +345.9% |
| 3Y | +1,352.9% | +74.7% | +1,278.3% | +1,137.0% |
| 5Y | +1,077.4% | +231.2% | +846.2% | +711.6% |
| All | +1,077.4% | +222.3% | +855.2% | +711.6% |
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