+85.9%
LNG vs SPY
+78.1%
+7.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +11.3% | +2.6% | +8.7% | +10.6% |
| 30D | +10.6% | -2.0% | +12.6% | +11.2% |
| 3M | +16.1% | -2.8% | +18.9% | +16.9% |
| 6M | +29.6% | +2.1% | +27.4% | +28.3% |
| YTD | +60.3% | +11.5% | +48.8% | +53.3% |
| 1Y | +46.1% | +13.5% | +32.7% | +38.4% |
| 3Y | +85.9% | +77.7% | +8.2% | +46.8% |
| All | +85.9% | +78.1% | +7.9% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling