+9,693.6%
SYK vs LNG
+1,116.8%
+8,576.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.0% |
| 7D | -12.3% | -4.5% | -7.9% | -12.2% |
| 30D | -22.4% | +4.7% | -27.1% | -22.5% |
| 3M | -12.3% | +15.1% | -27.5% | -12.7% |
| 6M | -24.3% | +13.6% | -37.9% | -24.7% |
| YTD | -22.8% | +44.0% | -66.7% | -23.7% |
| 1Y | -28.8% | +18.4% | -47.1% | -29.2% |
| 3Y | -4.0% | +75.9% | -79.8% | -5.8% |
| 5Y | +3.8% | +231.7% | -227.8% | -0.3% |
| 10Y | +172.8% | +549.0% | -376.2% | +156.2% |
| All | +9,693.6% | +1,116.8% | +8,576.8% | +8,277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling