+77.7%
SPY vs LNG
+85.6%
-7.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | +2.6% | +11.3% | -8.7% | +1.7% |
| 30D | -2.0% | +10.6% | -12.6% | -3.0% |
| 3M | -2.8% | +16.1% | -18.9% | -4.3% |
| 6M | +2.1% | +29.6% | -27.4% | -0.8% |
| YTD | +11.5% | +60.3% | -48.8% | +2.5% |
| 1Y | +13.5% | +46.1% | -32.7% | +6.3% |
| 3Y | +77.7% | +85.9% | -8.2% | +62.5% |
| All | +77.7% | +85.6% | -7.9% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling