+97.2%
LPG vs SPY
+20.8%
+76.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | +10.9% | +0.1% | +10.8% | +10.8% |
| 30D | +28.2% | +0.1% | +28.2% | +28.2% |
| 3M | +39.3% | +2.0% | +37.3% | +38.0% |
| 6M | +55.4% | +13.0% | +42.4% | +39.7% |
| YTD | +143.0% | +13.5% | +129.4% | +117.0% |
| 1Y | +97.2% | +20.0% | +77.2% | +75.0% |
| All | +97.2% | +20.8% | +76.3% | +75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling