+29.6%
LNG vs SPG
+16.0%
+13.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.3% |
| 7D | +11.3% | +2.0% | +9.3% | +11.5% |
| 30D | +10.6% | +17.2% | -6.6% | +12.0% |
| 3M | +16.1% | +6.3% | +9.8% | +15.8% |
| 6M | +29.6% | +18.7% | +10.9% | +26.6% |
| All | +29.6% | +16.0% | +13.6% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 6mo: compounded portfolio wealth divided by compounded SPG 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…
6mo analysis · Full analysis span regression · 6 months rolling