+82.1%
QLD vs LNG
+211.7%
-129.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.4% |
| 7D | +7.0% | +11.3% | -4.3% | +4.0% |
| 30D | -14.3% | +10.6% | -25.0% | -16.9% |
| 3M | -16.0% | +16.1% | -32.1% | -19.8% |
| 6M | -14.2% | +29.6% | -43.8% | -21.4% |
| YTD | +12.8% | +60.3% | -47.6% | -7.3% |
| 1Y | +14.1% | +46.1% | -32.0% | -2.7% |
| 3Y | +146.0% | +85.9% | +60.0% | +89.2% |
| All | +82.1% | +211.7% | -129.6% | +8.1% |
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