+24.4%
LNG vs SPYG
+22.6%
+1.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.3% |
| 7D | +3.4% | +0.4% | +3.1% | +3.6% |
| 30D | +14.9% | -0.4% | +15.3% | +14.8% |
| 3M | +21.4% | +0.5% | +20.8% | +22.1% |
| 6M | +17.8% | +17.5% | +0.3% | +27.9% |
| YTD | +51.3% | +14.3% | +36.9% | +63.5% |
| 1Y | +24.4% | +21.7% | +2.7% | +40.6% |
| All | +24.4% | +22.6% | +1.8% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling