-15.6%
QLD vs LNG
+7.1%
-22.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.4% |
| 7D | -10.3% | -15.9% | +5.6% | -15.6% |
| 30D | -26.1% | +2.1% | -28.2% | -24.3% |
| 3M | -17.8% | +4.8% | -22.6% | -14.3% |
| 6M | -15.6% | +6.8% | -22.4% | -7.6% |
| All | -15.6% | +7.1% | -22.6% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling