-7.2%
SYK vs LNG
+74.3%
-81.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.0% |
| 7D | -12.3% | -4.5% | -7.9% | -11.9% |
| 30D | -22.4% | +4.7% | -27.1% | -22.6% |
| 3M | -12.3% | +15.1% | -27.5% | -13.4% |
| 6M | -24.3% | +13.6% | -37.9% | -25.6% |
| YTD | -22.8% | +44.0% | -66.7% | -26.5% |
| 1Y | -28.8% | +18.4% | -47.1% | -30.3% |
| All | -7.2% | +74.3% | -81.5% | -11.8% |
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