+72.7%
GDXJ vs LNG
+13,806.4%
-13,733.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | -6.2% | -4.5% | -1.7% | -5.6% |
| 30D | +4.6% | +4.7% | 0.0% | +3.8% |
| 3M | +31.3% | +15.1% | +16.1% | +28.0% |
| 6M | -10.7% | +13.6% | -24.2% | -13.3% |
| YTD | +9.1% | +44.0% | -34.9% | +1.9% |
| 1Y | +44.1% | +18.4% | +25.8% | +38.8% |
| 3Y | +285.4% | +75.9% | +209.5% | +246.4% |
| 5Y | +228.4% | +231.7% | -3.3% | +166.4% |
| 10Y | +226.5% | +549.0% | -322.4% | +133.1% |
| All | +72.7% | +13,806.4% | -13,733.7% | -31.0% |
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