+67.2%
QLD vs LNG
+164.0%
-96.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | -10.3% | -15.9% | +5.6% | -6.2% |
| 30D | -26.1% | +2.1% | -28.2% | -26.8% |
| 3M | -17.8% | +4.8% | -22.6% | -19.4% |
| 6M | -15.6% | +6.8% | -22.4% | -18.3% |
| YTD | +5.4% | +44.0% | -38.6% | -11.0% |
| 1Y | +5.2% | +34.9% | -29.7% | -8.8% |
| 3Y | +139.4% | +67.3% | +72.1% | +89.0% |
| All | +67.2% | +164.0% | -96.8% | +4.7% |
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