+226.7%
GDX vs LNG
+229.3%
-2.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | -5.4% | -4.5% | -0.9% | -4.8% |
| 30D | +6.6% | +4.7% | +1.9% | +5.8% |
| 3M | +30.1% | +15.1% | +15.0% | +26.8% |
| 6M | -7.1% | +13.6% | -20.7% | -10.4% |
| YTD | +12.0% | +44.0% | -32.0% | +2.2% |
| 1Y | +41.2% | +18.4% | +22.8% | +34.8% |
| 3Y | +251.0% | +75.9% | +175.1% | +199.1% |
| 5Y | +226.7% | +231.7% | -4.9% | +162.1% |
| All | +226.7% | +229.3% | -2.5% | +162.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling