+92.1%
LPG vs SPY
+18.1%
+73.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.0% |
| 7D | 0.0% | -0.8% | +0.7% | +0.4% |
| 30D | +23.4% | -1.1% | +24.4% | +24.0% |
| 3M | +29.6% | +3.9% | +25.7% | +26.3% |
| 6M | +83.1% | +13.6% | +69.5% | +63.0% |
| YTD | +142.9% | +12.7% | +130.2% | +117.6% |
| 1Y | +92.1% | +17.5% | +74.5% | +68.9% |
| All | +92.1% | +18.1% | +73.9% | +68.9% |
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 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