+575.8%
LPG vs SPY
+399.1%
+176.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.7% |
| 7D | +2.9% | -0.4% | +3.2% | +3.3% |
| 30D | +20.6% | -1.4% | +22.0% | +22.3% |
| 3M | +26.4% | +3.7% | +22.7% | +21.3% |
| 6M | +63.7% | +13.0% | +50.7% | +44.3% |
| YTD | +136.1% | +12.4% | +123.7% | +109.5% |
| 1Y | +87.5% | +18.5% | +69.0% | +57.7% |
| 3Y | +161.2% | +77.6% | +83.6% | +45.6% |
| 5Y | +804.1% | +81.7% | +722.4% | +378.3% |
| 10Y | +2,102.3% | +319.7% | +1,782.7% | +349.1% |
| All | +575.8% | +399.1% | +176.7% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling