+21,871.8%
LNG vs SPYG
+559.2%
+21,312.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | -6.7% | +0.3% | -7.1% | -7.0% |
| 30D | +3.9% | -1.7% | +5.5% | +5.1% |
| 3M | +15.5% | +3.6% | +11.9% | +11.0% |
| 6M | +10.5% | +16.6% | -6.1% | -4.8% |
| YTD | +43.0% | +13.4% | +29.6% | +25.5% |
| 1Y | +18.9% | +19.6% | -0.7% | -0.7% |
| 3Y | +74.7% | +99.8% | -25.1% | -8.8% |
| 5Y | +231.2% | +85.0% | +146.3% | +76.7% |
| 10Y | +544.5% | +422.1% | +122.4% | +25.8% |
| All | +21,871.8% | +559.2% | +21,312.6% | +2,517.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling