+3,000.1%
SPY vs LNG
+1,178.8%
+1,821.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +0.1% | +3.4% | -3.3% | 0.0% |
| 30D | +0.1% | +14.9% | -14.8% | -0.5% |
| 3M | +2.0% | +21.4% | -19.4% | +1.2% |
| 6M | +13.0% | +17.8% | -4.8% | +12.2% |
| YTD | +13.5% | +51.3% | -37.7% | +11.7% |
| 1Y | +20.0% | +24.4% | -4.5% | +18.8% |
| 3Y | +77.2% | +79.7% | -2.5% | +72.9% |
| 5Y | +81.9% | +241.3% | -159.4% | +73.1% |
| 10Y | +314.1% | +603.1% | -289.1% | +282.7% |
| All | +3,000.1% | +1,178.8% | +1,821.3% | +2,382.3% |
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