-70.8%
QXO vs LNG
+228.1%
-298.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -7.8% | -4.7% | -3.1% | -9.0% |
| 30D | -18.1% | +3.8% | -21.9% | -17.1% |
| 3M | -25.8% | +16.2% | -41.9% | -21.9% |
| 6M | -41.7% | +11.7% | -53.4% | -39.0% |
| YTD | -36.2% | +44.2% | -80.4% | -29.0% |
| 1Y | -42.1% | +18.6% | -60.7% | -38.5% |
| 3Y | -46.2% | +77.4% | -123.6% | -34.0% |
| All | -70.8% | +228.1% | -298.9% | -68.8% |
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