+27.6%
SWKS vs LNG
+582.0%
-554.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +12.5% | +3.4% | +9.1% | +11.3% |
| 30D | +10.5% | +14.9% | -4.4% | +5.4% |
| 3M | -7.4% | +21.4% | -28.8% | -13.9% |
| 6M | +32.7% | +17.8% | +14.9% | +23.8% |
| YTD | +19.2% | +51.3% | -32.1% | +1.4% |
| 1Y | +2.4% | +24.4% | -22.1% | -6.8% |
| 3Y | -25.6% | +79.7% | -105.3% | -41.1% |
| 5Y | -53.4% | +241.3% | -294.7% | -72.1% |
| All | +27.6% | +582.0% | -554.5% | -43.6% |
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 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