+1,178.8%
LNG vs SPG
+4,835.4%
-3,656.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +3.4% | -2.4% | +5.8% | +4.5% |
| 30D | +14.9% | -6.8% | +21.7% | +18.2% |
| 3M | +21.4% | +2.7% | +18.7% | +19.6% |
| 6M | +17.8% | +5.5% | +12.3% | +14.1% |
| YTD | +51.3% | +15.7% | +35.6% | +40.6% |
| 1Y | +24.4% | +20.9% | +3.6% | +13.3% |
| 3Y | +79.7% | +112.4% | -32.7% | +25.8% |
| 5Y | +241.3% | +101.4% | +140.0% | +138.1% |
| 10Y | +603.1% | +60.6% | +542.5% | +360.3% |
| All | +1,178.8% | +4,835.4% | -3,656.5% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling