+1,108.8%
LNG vs SPY
+3,023.1%
-1,914.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.0% |
| 7D | -6.2% | +0.5% | -6.7% | -6.6% |
| 30D | +8.0% | -0.9% | +8.9% | +8.9% |
| 3M | +16.9% | +3.9% | +13.0% | +12.0% |
| 6M | +8.7% | +14.5% | -5.9% | -6.0% |
| YTD | +43.0% | +12.9% | +30.1% | +25.1% |
| 1Y | +19.4% | +19.4% | +0.1% | -1.2% |
| 3Y | +74.7% | +78.5% | -3.7% | -3.9% |
| 5Y | +222.4% | +81.8% | +140.7% | +69.6% |
| 10Y | +532.2% | +311.5% | +220.7% | +44.5% |
| All | +1,108.8% | +3,023.1% | -1,914.3% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling