+2.2%
SPGI vs LNG
+222.3%
-220.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.5% |
| 7D | -3.1% | -6.7% | +3.6% | -2.2% |
| 30D | +2.0% | +3.9% | -1.8% | +1.5% |
| 3M | +4.3% | +15.5% | -11.2% | +2.1% |
| 6M | -0.2% | +10.5% | -10.7% | -2.2% |
| YTD | -14.8% | +43.0% | -57.8% | -19.8% |
| 1Y | -18.5% | +18.9% | -37.4% | -21.1% |
| 3Y | +16.0% | +74.7% | -58.7% | +5.9% |
| 5Y | +2.2% | +231.2% | -229.0% | -11.3% |
| All | +2.2% | +222.3% | -220.0% | -11.3% |
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