+550.0%
LNG vs XME
+421.4%
+128.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | -4.7% | -4.2% | -0.5% | -3.1% |
| 30D | +3.8% | -2.7% | +6.5% | +4.5% |
| 3M | +16.2% | -3.9% | +20.1% | +16.7% |
| 6M | +11.7% | -1.0% | +12.7% | +9.0% |
| YTD | +44.2% | +9.8% | +34.4% | +33.0% |
| 1Y | +18.6% | +32.5% | -14.0% | -1.3% |
| 3Y | +77.4% | +124.3% | -46.9% | +10.7% |
| 5Y | +232.3% | +165.8% | +66.5% | +84.0% |
| All | +550.0% | +421.4% | +128.6% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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