+2,944.0%
SPY vs LNG
+1,255.2%
+1,688.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.4% |
| 7D | +2.6% | +11.3% | -8.7% | +2.2% |
| 30D | -2.0% | +10.6% | -12.6% | -2.4% |
| 3M | -2.8% | +16.1% | -18.9% | -3.4% |
| 6M | +2.1% | +29.6% | -27.4% | +1.1% |
| YTD | +11.5% | +60.3% | -48.8% | +9.4% |
| 1Y | +13.5% | +46.1% | -32.7% | +11.7% |
| 3Y | +77.7% | +85.9% | -8.2% | +73.1% |
| 5Y | +72.6% | +210.8% | -138.2% | +64.7% |
| 10Y | +308.2% | +808.8% | -500.6% | +274.1% |
| All | +2,944.0% | +1,255.2% | +1,688.8% | +2,331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling