+222.1%
LNG vs SPXS
-86.0%
+308.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.2% |
| 7D | -4.7% | +2.5% | -7.2% | -4.3% |
| 30D | +3.8% | +4.2% | -0.4% | +4.5% |
| 3M | +16.2% | -9.3% | +25.5% | +14.4% |
| 6M | +11.7% | -30.7% | +42.4% | +5.3% |
| YTD | +44.2% | -28.1% | +72.3% | +37.1% |
| 1Y | +18.6% | -35.1% | +53.6% | +10.9% |
| 3Y | +77.4% | -79.6% | +157.0% | +38.9% |
| All | +222.1% | -86.0% | +308.1% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling