+1,418.0%
QLD vs LNG
+711.1%
+706.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +5.7% |
| 7D | -1.4% | -8.4% | +6.9% | +2.1% |
| 30D | -19.6% | +2.7% | -22.2% | -20.9% |
| 3M | -14.1% | +11.7% | -25.9% | -18.8% |
| 6M | -13.6% | +19.5% | -33.1% | -21.5% |
| YTD | +12.5% | +48.0% | -35.4% | -9.5% |
| 1Y | +13.1% | +38.4% | -25.2% | -6.2% |
| 3Y | +154.7% | +71.9% | +82.9% | +87.1% |
| 5Y | +81.1% | +179.9% | -98.8% | +0.3% |
| 10Y | +1,418.0% | +700.5% | +717.5% | +447.6% |
| All | +1,418.0% | +711.1% | +706.9% | +447.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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