+711.5%
LNG vs XME
+246.2%
+465.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -6.1% |
| 7D | -6.2% | +3.6% | -9.8% | -8.2% |
| 30D | +8.0% | +3.6% | +4.4% | +5.1% |
| 3M | +16.9% | +1.2% | +15.7% | +13.5% |
| 6M | +8.7% | +9.0% | -0.4% | -1.6% |
| YTD | +43.0% | +15.9% | +27.1% | +23.0% |
| 1Y | +19.4% | +43.2% | -23.8% | -11.9% |
| 3Y | +74.7% | +137.4% | -62.7% | -10.9% |
| 5Y | +222.4% | +185.0% | +37.4% | +37.8% |
| 10Y | +532.2% | +409.5% | +122.7% | +60.4% |
| All | +711.5% | +246.2% | +465.4% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling