-22.9%
SPOT vs LNG
+23.0%
-46.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.2% |
| 7D | -0.9% | +3.4% | -4.4% | -0.9% |
| 30D | +12.5% | +14.9% | -2.4% | +12.6% |
| 3M | +9.9% | +21.4% | -11.5% | +9.8% |
| 6M | +1.6% | +17.8% | -16.2% | +0.2% |
| YTD | -6.6% | +51.3% | -57.9% | -7.7% |
| 1Y | -22.9% | +24.4% | -47.4% | -30.2% |
| All | -22.9% | +23.0% | -46.0% | -30.2% |
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