-12.5%
SPGI vs LNG
+23.0%
-35.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +0.1% | +3.4% | -3.3% | +0.1% |
| 30D | +8.4% | +14.9% | -6.5% | +8.4% |
| 3M | +11.8% | +21.4% | -9.6% | +11.3% |
| 6M | +5.7% | +17.8% | -12.1% | +4.3% |
| YTD | -9.7% | +51.3% | -61.0% | -11.7% |
| 1Y | -12.5% | +24.4% | -36.9% | -15.5% |
| All | -12.5% | +23.0% | -35.5% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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