+149.7%
XBI vs LNG
+562.2%
-412.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.6% | -4.7% | 0.0% | -3.5% |
| 30D | -2.0% | +3.8% | -5.8% | -3.1% |
| 3M | +17.8% | +16.2% | +1.6% | +12.8% |
| 6M | +23.7% | +11.7% | +12.0% | +18.5% |
| YTD | +28.2% | +44.2% | -16.0% | +13.9% |
| 1Y | +64.0% | +18.6% | +45.4% | +53.9% |
| 3Y | +99.4% | +77.4% | +22.0% | +62.2% |
| 5Y | +19.3% | +232.3% | -212.9% | -23.9% |
| All | +149.7% | +562.2% | -412.5% | +24.8% |
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 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