+1,646.5%
QLD vs LNG
+545.4%
+1,101.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +2.1% |
| 7D | +3.0% | -6.2% | +9.1% | +5.5% |
| 30D | -1.8% | +8.0% | -9.8% | -5.2% |
| 3M | -1.8% | +16.9% | -18.7% | -9.2% |
| 6M | +36.9% | +8.7% | +28.2% | +28.2% |
| YTD | +28.7% | +43.0% | -14.3% | +5.6% |
| 1Y | +41.9% | +19.4% | +22.5% | +26.3% |
| 3Y | +184.2% | +74.7% | +109.5% | +107.4% |
| 5Y | +122.1% | +222.4% | -100.3% | +14.1% |
| 10Y | +1,646.5% | +532.2% | +1,114.3% | +560.6% |
| All | +1,646.5% | +545.4% | +1,101.0% | +560.6% |
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