+1,564.8%
QQQ vs LNG
+13,204.0%
-11,639.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | -6.7% | +7.7% | +1.4% |
| 30D | -0.6% | +3.9% | -4.5% | -0.9% |
| 3M | +1.3% | +15.5% | -14.2% | +0.3% |
| 6M | +18.1% | +10.5% | +7.6% | +17.1% |
| YTD | +16.9% | +43.0% | -26.1% | +14.0% |
| 1Y | +24.0% | +18.9% | +5.1% | +22.3% |
| 3Y | +95.6% | +74.7% | +21.0% | +88.0% |
| 5Y | +94.5% | +231.2% | -136.7% | +79.2% |
| 10Y | +571.7% | +544.5% | +27.2% | +491.0% |
| All | +1,564.8% | +13,204.0% | -11,639.2% | +1,134.6% |
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