+34.5%
QXO vs LNG
+562.2%
-527.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -7.8% | -4.7% | -3.1% | -7.8% |
| 30D | -18.1% | +3.8% | -21.9% | -18.1% |
| 3M | -25.8% | +16.2% | -41.9% | -25.8% |
| 6M | -41.7% | +11.7% | -53.4% | -41.8% |
| YTD | -36.2% | +44.2% | -80.4% | -36.8% |
| 1Y | -42.1% | +18.6% | -60.7% | -42.3% |
| 3Y | -46.2% | +77.4% | -123.6% | -48.3% |
| 5Y | -70.7% | +232.3% | -303.0% | -75.8% |
| All | +34.5% | +562.2% | -527.7% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling