+252.8%
SPOT vs LNG
+444.8%
-192.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.1% | -4.7% | +1.6% | -2.1% |
| 30D | +7.4% | +3.8% | +3.6% | +6.6% |
| 3M | +8.2% | +16.2% | -8.0% | +4.6% |
| 6M | +2.2% | +11.7% | -9.5% | -1.0% |
| YTD | -9.5% | +44.2% | -53.7% | -17.1% |
| 1Y | -23.8% | +18.6% | -42.4% | -27.3% |
| 3Y | +233.5% | +77.4% | +156.1% | +187.9% |
| 5Y | +112.2% | +232.3% | -120.1% | +52.8% |
| All | +252.8% | +444.8% | -192.0% | +134.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling