+13.6%
LNG vs SPMO
+24.1%
-10.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.1% |
| 7D | -4.5% | +0.1% | -4.6% | -4.4% |
| 30D | +4.7% | -0.7% | +5.4% | +4.5% |
| 3M | +15.1% | +2.8% | +12.3% | +17.4% |
| 6M | +13.6% | +24.4% | -10.9% | +37.1% |
| All | +13.6% | +24.1% | -10.6% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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