+77.1%
LNG vs XME
+124.3%
-47.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.2% |
| 7D | -4.5% | -3.0% | -1.4% | -4.1% |
| 30D | +4.7% | -2.6% | +7.3% | +4.9% |
| 3M | +15.1% | +2.2% | +13.0% | +14.5% |
| 6M | +13.6% | +0.7% | +12.9% | +12.6% |
| YTD | +44.0% | +10.9% | +33.0% | +38.4% |
| 1Y | +18.4% | +35.7% | -17.3% | +6.0% |
| All | +77.1% | +124.3% | -47.2% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling