+823.3%
SPYM vs LNG
+728.9%
+94.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | 0.0% |
| 7D | +0.6% | -6.2% | +6.7% | +1.2% |
| 30D | -0.9% | +8.0% | -8.9% | -1.7% |
| 3M | +3.9% | +16.9% | -13.0% | +2.1% |
| 6M | +14.5% | +8.7% | +5.9% | +13.1% |
| YTD | +13.0% | +43.0% | -30.0% | +8.4% |
| 1Y | +19.4% | +19.4% | 0.0% | +16.6% |
| 3Y | +78.9% | +74.7% | +4.2% | +67.2% |
| 5Y | +82.3% | +222.4% | -140.1% | +59.0% |
| 10Y | +314.7% | +532.2% | -217.5% | +233.7% |
| All | +823.3% | +728.9% | +94.4% | +488.1% |
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