+215.1%
GDXJ vs LNG
+562.2%
-347.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -2.8% | -4.7% | +1.9% | -1.9% |
| 30D | +5.0% | +3.8% | +1.1% | +4.0% |
| 3M | +24.1% | +16.2% | +7.9% | +19.5% |
| 6M | -7.4% | +11.7% | -19.0% | -11.1% |
| YTD | +10.2% | +44.2% | -34.0% | -0.8% |
| 1Y | +42.5% | +18.6% | +24.0% | +34.5% |
| 3Y | +285.7% | +77.4% | +208.3% | +224.2% |
| 5Y | +231.9% | +232.3% | -0.4% | +138.7% |
| All | +215.1% | +562.2% | -347.1% | +77.0% |
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 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