+10,734.7%
SPGI vs LNG
+1,178.8%
+9,555.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +0.1% | +3.4% | -3.3% | 0.0% |
| 30D | +8.4% | +14.9% | -6.5% | +7.8% |
| 3M | +11.8% | +21.4% | -9.6% | +10.9% |
| 6M | +5.7% | +17.8% | -12.1% | +4.9% |
| YTD | -9.7% | +51.3% | -61.0% | -11.3% |
| 1Y | -12.5% | +24.4% | -36.9% | -13.4% |
| 3Y | +21.8% | +79.7% | -57.9% | +18.7% |
| 5Y | +8.2% | +241.3% | -233.1% | +2.4% |
| 10Y | +309.5% | +603.1% | -293.6% | +275.8% |
| All | +10,734.7% | +1,178.8% | +9,555.8% | +8,634.4% |
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