+146.0%
QLD vs LNG
+85.6%
+60.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.4% |
| 7D | +7.0% | +11.3% | -4.3% | +5.7% |
| 30D | -14.3% | +10.6% | -25.0% | -15.5% |
| 3M | -16.0% | +16.1% | -32.1% | -17.7% |
| 6M | -14.2% | +29.6% | -43.8% | -17.8% |
| YTD | +12.8% | +60.3% | -47.6% | -3.4% |
| 1Y | +14.1% | +46.1% | -32.0% | +1.4% |
| 3Y | +146.0% | +85.9% | +60.0% | +118.4% |
| All | +146.0% | +85.6% | +60.3% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling