+222.1%
LNG vs SPY
+82.3%
+139.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -4.7% | -0.8% | -3.9% | -4.3% |
| 30D | +3.8% | -1.1% | +4.9% | +4.3% |
| 3M | +16.2% | +3.9% | +12.3% | +13.8% |
| 6M | +11.7% | +13.6% | -1.9% | +4.0% |
| YTD | +44.2% | +12.7% | +31.5% | +34.8% |
| 1Y | +18.6% | +17.5% | +1.1% | +8.0% |
| 3Y | +77.4% | +76.9% | +0.5% | +26.0% |
| All | +222.1% | +82.3% | +139.8% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling