+758.5%
LNG vs XRT
+514.3%
+244.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.3% |
| 7D | +3.4% | +0.8% | +2.6% | +2.8% |
| 30D | +14.9% | -4.2% | +19.1% | +18.1% |
| 3M | +21.4% | +5.1% | +16.3% | +15.8% |
| 6M | +17.8% | +2.4% | +15.4% | +13.3% |
| YTD | +51.3% | +3.2% | +48.1% | +44.3% |
| 1Y | +24.4% | +1.5% | +22.9% | +19.1% |
| 3Y | +79.7% | +40.6% | +39.1% | +27.2% |
| 5Y | +241.3% | -1.0% | +242.3% | +193.6% |
| 10Y | +603.1% | +128.4% | +474.7% | +131.9% |
| All | +758.5% | +514.3% | +244.2% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling