+115.3%
SPOT vs LNG
+228.1%
-112.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.1% | -4.7% | +1.6% | -2.4% |
| 30D | +7.4% | +3.8% | +3.6% | +6.8% |
| 3M | +8.2% | +16.2% | -8.0% | +5.5% |
| 6M | +2.2% | +11.7% | -9.5% | -0.3% |
| YTD | -9.5% | +44.2% | -53.7% | -15.7% |
| 1Y | -23.8% | +18.6% | -42.4% | -26.6% |
| 3Y | +233.5% | +77.4% | +156.1% | +199.1% |
| All | +115.3% | +228.1% | -112.9% | +80.9% |
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