+77.4%
LNG vs SPXS
-79.6%
+157.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.1% |
| 7D | -4.7% | +2.5% | -7.2% | -4.4% |
| 30D | +3.8% | +4.2% | -0.4% | +4.2% |
| 3M | +16.2% | -9.3% | +25.5% | +15.0% |
| 6M | +11.7% | -30.7% | +42.4% | +7.1% |
| YTD | +44.2% | -28.1% | +72.3% | +39.3% |
| 1Y | +18.6% | -35.1% | +53.6% | +12.8% |
| 3Y | +77.4% | -79.6% | +157.0% | +48.5% |
| All | +77.4% | -79.6% | +157.0% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling