+185.3%
QLD vs LNG
+86.5%
+98.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +0.6% | +3.4% | -2.9% | +0.1% |
| 30D | -0.1% | +14.9% | -15.0% | -2.1% |
| 3M | -8.4% | +21.4% | -29.8% | -11.3% |
| 6M | +32.2% | +17.8% | +14.4% | +26.1% |
| YTD | +28.9% | +51.3% | -22.4% | +11.6% |
| 1Y | +43.8% | +24.4% | +19.4% | +34.6% |
| All | +185.3% | +86.5% | +98.9% | +143.4% |
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