+7,443.4%
QLD vs LNG
+778.4%
+6,665.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | -10.3% | -15.9% | +5.6% | -6.8% |
| 30D | -26.1% | +2.1% | -28.2% | -26.6% |
| 3M | -17.8% | +4.8% | -22.6% | -19.0% |
| 6M | -15.6% | +6.8% | -22.4% | -17.7% |
| YTD | +5.4% | +44.0% | -38.6% | -4.8% |
| 1Y | +5.2% | +34.9% | -29.7% | -3.6% |
| 3Y | +139.4% | +67.3% | +72.1% | +108.0% |
| 5Y | +66.7% | +170.1% | -103.4% | +29.0% |
| 10Y | +1,422.1% | +693.0% | +729.0% | +828.2% |
| All | +7,443.4% | +778.4% | +6,665.0% | +2,973.4% |
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