+24.4%
LNG vs SPXS
-40.2%
+64.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +14.9% | +0.8% | +14.0% | +14.7% |
| 3M | +21.4% | -4.7% | +26.1% | +22.3% |
| 6M | +17.8% | -29.6% | +47.4% | +26.5% |
| YTD | +51.3% | -29.8% | +81.1% | +62.0% |
| 1Y | +24.4% | -38.9% | +63.4% | +37.9% |
| All | +24.4% | -40.2% | +64.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling