+231.2%
LNG vs XRT
-2.4%
+233.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -6.7% | -2.4% | -4.3% | -6.2% |
| 30D | +3.9% | -6.9% | +10.8% | +5.4% |
| 3M | +15.5% | -0.4% | +15.9% | +15.2% |
| 6M | +10.5% | +2.2% | +8.3% | +9.3% |
| YTD | +43.0% | -0.7% | +43.6% | +42.2% |
| 1Y | +18.9% | -2.0% | +20.9% | +18.5% |
| 3Y | +74.7% | +41.0% | +33.6% | +54.2% |
| 5Y | +231.2% | -3.3% | +234.5% | +219.7% |
| All | +231.2% | -2.4% | +233.6% | +219.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling