+11,345.4%
SPGI vs LNG
+1,258.4%
+10,087.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | -0.8% | +10.9% | -11.8% | -1.2% |
| 30D | +14.3% | +8.1% | +6.2% | +13.9% |
| 3M | +14.5% | +15.7% | -1.2% | +13.8% |
| 6M | +17.3% | +27.2% | -10.0% | +16.0% |
| YTD | -4.6% | +60.7% | -65.3% | -6.5% |
| 1Y | +0.8% | +46.3% | -45.5% | -0.9% |
| 3Y | +28.8% | +85.6% | -56.8% | +25.2% |
| 5Y | +14.0% | +211.6% | -197.6% | +8.2% |
| 10Y | +332.5% | +810.9% | -478.4% | +293.2% |
| All | +11,345.4% | +1,258.4% | +10,087.0% | +9,100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling