+800.2%
LNG vs XRT
+136.4%
+663.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +11.3% | +1.7% | +9.6% | +10.7% |
| 30D | +10.6% | +7.5% | +3.1% | +7.6% |
| 3M | +16.1% | +2.2% | +13.9% | +14.8% |
| 6M | +29.6% | +14.7% | +14.9% | +22.3% |
| YTD | +60.3% | +7.5% | +52.8% | +54.2% |
| 1Y | +46.1% | +14.1% | +32.0% | +37.1% |
| 3Y | +85.9% | +58.8% | +27.2% | +49.2% |
| 5Y | +210.8% | -3.9% | +214.8% | +201.1% |
| All | +800.2% | +136.4% | +663.9% | +380.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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