+125.1%
QLD vs LNG
+228.1%
-103.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -1.2% | -4.7% | +3.4% | 0.0% |
| 30D | -3.0% | +3.8% | -6.8% | -4.2% |
| 3M | -2.8% | +16.2% | -18.9% | -7.7% |
| 6M | +32.0% | +11.7% | +20.3% | +24.8% |
| YTD | +27.3% | +44.2% | -16.9% | +8.5% |
| 1Y | +37.9% | +18.6% | +19.4% | +26.9% |
| 3Y | +174.6% | +77.4% | +97.2% | +114.2% |
| All | +125.1% | +228.1% | -103.0% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling