+9,127.5%
QLD vs LNG
+822.8%
+8,304.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.6% | +3.4% | -2.9% | -0.2% |
| 30D | -0.1% | +14.9% | -15.0% | -3.3% |
| 3M | -8.4% | +21.4% | -29.8% | -12.7% |
| 6M | +32.2% | +17.8% | +14.4% | +25.7% |
| YTD | +28.9% | +51.3% | -22.4% | +15.6% |
| 1Y | +43.8% | +24.4% | +19.4% | +34.6% |
| 3Y | +176.6% | +79.7% | +96.9% | +137.1% |
| 5Y | +121.6% | +241.3% | -119.8% | +63.1% |
| 10Y | +1,652.9% | +603.1% | +1,049.8% | +995.5% |
| All | +9,127.5% | +822.8% | +8,304.7% | +3,631.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling