-100.0%
SQQQ vs LNG
+562.2%
-662.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.5% |
| 7D | +1.8% | -4.7% | +6.5% | -1.1% |
| 30D | +4.2% | +3.8% | +0.3% | +6.4% |
| 3M | -3.3% | +16.2% | -19.4% | +5.2% |
| 6M | -43.6% | +11.7% | -55.3% | -40.9% |
| YTD | -41.9% | +44.2% | -86.1% | -27.3% |
| 1Y | -50.6% | +18.6% | -69.2% | -46.1% |
| 3Y | -89.3% | +77.4% | -166.7% | -83.2% |
| 5Y | -94.8% | +232.3% | -327.1% | -85.1% |
| All | -100.0% | +562.2% | -662.2% | -99.8% |
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