+77.1%
LNG vs XHB
+21.1%
+56.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.7% |
| 7D | -4.5% | -5.2% | +0.8% | -4.4% |
| 30D | +4.7% | -12.1% | +16.8% | +4.7% |
| 3M | +15.1% | -6.2% | +21.4% | +14.8% |
| 6M | +13.6% | -6.7% | +20.3% | +13.3% |
| YTD | +44.0% | -5.5% | +49.4% | +43.3% |
| 1Y | +18.4% | -15.6% | +34.0% | +19.5% |
| All | +77.1% | +21.1% | +56.0% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling