+314.7%
SPY vs LNG
+562.2%
-247.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | -4.7% | +3.9% | +0.2% |
| 30D | -1.1% | +3.8% | -4.9% | -2.0% |
| 3M | +3.9% | +16.2% | -12.3% | 0.0% |
| 6M | +13.6% | +11.7% | +1.9% | +9.7% |
| YTD | +12.7% | +44.2% | -31.5% | +2.0% |
| 1Y | +17.5% | +18.6% | -1.1% | +11.5% |
| 3Y | +76.9% | +77.4% | -0.5% | +49.8% |
| 5Y | +83.6% | +232.3% | -148.7% | +27.7% |
| All | +314.7% | +562.2% | -247.5% | +135.9% |
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 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