+550.0%
LNG vs SPYG
+424.6%
+125.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -4.7% | -0.9% | -3.8% | -4.2% |
| 30D | +3.8% | -1.5% | +5.3% | +4.5% |
| 3M | +16.2% | +3.7% | +12.4% | +13.3% |
| 6M | +11.7% | +16.4% | -4.7% | +1.5% |
| YTD | +44.2% | +13.3% | +30.9% | +32.7% |
| 1Y | +18.6% | +17.9% | +0.7% | +6.3% |
| 3Y | +77.4% | +98.3% | -20.9% | +13.6% |
| 5Y | +232.3% | +86.4% | +145.8% | +116.4% |
| All | +550.0% | +424.6% | +125.4% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling