+95.7%
QQQ vs LNG
+228.1%
-132.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.6% | -4.7% | +4.1% | 0.0% |
| 30D | -1.2% | +3.8% | -5.0% | -1.8% |
| 3M | -0.2% | +16.2% | -16.4% | -2.6% |
| 6M | +17.9% | +11.7% | +6.2% | +15.0% |
| YTD | +16.6% | +44.2% | -27.6% | +8.1% |
| 1Y | +23.0% | +18.6% | +4.4% | +18.4% |
| 3Y | +92.9% | +77.4% | +15.5% | +70.6% |
| All | +95.7% | +228.1% | -132.4% | +55.3% |
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