+9,798.5%
LNG vs SPXS
-100.0%
+9,898.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | +0.5% |
| 7D | -6.7% | +1.2% | -8.0% | -6.3% |
| 30D | +3.9% | +5.2% | -1.3% | +5.9% |
| 3M | +15.5% | -9.2% | +24.7% | +11.3% |
| 6M | +10.5% | -29.6% | +40.1% | -3.7% |
| YTD | +43.0% | -27.6% | +70.6% | +26.3% |
| 1Y | +18.9% | -36.7% | +55.6% | 0.0% |
| 3Y | +74.7% | -79.8% | +154.5% | +0.8% |
| 5Y | +231.2% | -85.9% | +317.1% | +90.7% |
| 10Y | +544.5% | -99.5% | +644.0% | +4.1% |
| All | +9,798.5% | -100.0% | +9,898.5% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling