-25.2%
SWKS vs LNG
+82.1%
-107.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +12.5% | +3.4% | +9.1% | +11.7% |
| 30D | +10.5% | +14.9% | -4.4% | +7.1% |
| 3M | -7.4% | +21.4% | -28.8% | -12.2% |
| 6M | +32.7% | +17.8% | +14.9% | +25.7% |
| YTD | +19.2% | +51.3% | -32.1% | +2.5% |
| 1Y | +2.4% | +24.4% | -22.1% | -4.8% |
| All | -25.2% | +82.1% | -107.4% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling