+23.8%
SWKS vs LNG
+38.3%
-14.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +1.0% |
| 7D | -2.7% | -8.6% | +5.8% | -3.6% |
| 30D | +8.5% | +2.4% | +6.1% | +9.7% |
| 3M | +17.3% | +11.5% | +5.8% | +20.8% |
| 6M | +25.1% | +19.2% | +5.9% | +28.6% |
| YTD | +33.3% | +47.6% | -14.3% | +41.3% |
| All | +23.8% | +38.3% | -14.6% | +29.1% |
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