+1,255.2%
LNG vs SPG
+5,448.7%
-4,193.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +11.3% | +2.0% | +9.3% | +10.4% |
| 30D | +10.6% | +17.2% | -6.6% | +3.3% |
| 3M | +16.1% | +6.3% | +9.8% | +12.8% |
| 6M | +29.6% | +18.7% | +10.9% | +19.7% |
| YTD | +60.3% | +30.1% | +30.2% | +41.6% |
| 1Y | +46.1% | +32.8% | +13.4% | +27.8% |
| 3Y | +85.9% | +133.6% | -47.6% | +25.0% |
| 5Y | +210.8% | +84.4% | +126.4% | +125.7% |
| 10Y | +808.8% | +114.3% | +694.5% | +417.8% |
| All | +1,255.2% | +5,448.7% | -4,193.5% | +39.6% |
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