+13.7%
SPGI vs LNG
+211.7%
-198.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.2% | +11.3% | -10.1% | -0.2% |
| 30D | +15.9% | +10.6% | +5.3% | +14.1% |
| 3M | +12.3% | +16.1% | -3.8% | +9.7% |
| 6M | +23.7% | +29.6% | -5.9% | +18.7% |
| YTD | -3.5% | +60.3% | -63.9% | -11.1% |
| 1Y | +0.4% | +46.1% | -45.7% | -6.1% |
| 3Y | +29.9% | +85.9% | -56.0% | +16.6% |
| All | +13.7% | +211.7% | -198.0% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling