+550.0%
LNG vs SPY
+322.5%
+227.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -4.7% | -0.8% | -3.9% | -4.1% |
| 30D | +3.8% | -1.1% | +4.9% | +4.5% |
| 3M | +16.2% | +3.9% | +12.3% | +12.5% |
| 6M | +11.7% | +13.6% | -1.9% | +0.5% |
| YTD | +44.2% | +12.7% | +31.5% | +30.3% |
| 1Y | +18.6% | +17.5% | +1.1% | +3.4% |
| 3Y | +77.4% | +76.9% | +0.5% | +10.0% |
| 5Y | +232.3% | +83.6% | +148.7% | +96.4% |
| All | +550.0% | +322.5% | +227.5% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling