+476.2%
LNG vs SPMO
+566.1%
-89.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -4.7% | -0.9% | -3.7% | -4.3% |
| 30D | +3.8% | -1.9% | +5.7% | +4.6% |
| 3M | +16.2% | -1.4% | +17.5% | +15.4% |
| 6M | +11.7% | +25.5% | -13.8% | -4.0% |
| YTD | +44.2% | +24.8% | +19.4% | +24.1% |
| 1Y | +18.6% | +24.5% | -5.9% | +1.9% |
| 3Y | +77.4% | +157.1% | -79.7% | -4.1% |
| 5Y | +232.3% | +149.5% | +82.8% | +81.9% |
| 10Y | +550.1% | +518.1% | +32.1% | +112.6% |
| All | +476.2% | +566.1% | -89.9% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling