-100.0%
SQQQ vs LNG
+10,404.8%
-10,504.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.5% |
| 7D | +4.1% | -4.5% | +8.5% | +2.4% |
| 30D | +4.6% | +4.7% | -0.1% | +6.4% |
| 3M | -10.4% | +15.1% | -25.6% | -6.0% |
| 6M | -42.1% | +13.6% | -55.7% | -39.9% |
| YTD | -40.3% | +44.0% | -84.3% | -32.0% |
| 1Y | -50.2% | +18.4% | -68.6% | -47.3% |
| 3Y | -89.4% | +75.9% | -165.3% | -86.2% |
| 5Y | -94.7% | +231.7% | -326.3% | -90.5% |
| 10Y | -100.0% | +549.0% | -648.9% | -99.9% |
| All | -100.0% | +10,404.8% | -10,504.8% | -100.0% |
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