+910.3%
XBI vs LNG
+658.5%
+251.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -4.6% | -4.5% | -0.1% | -4.0% |
| 30D | -0.8% | +4.7% | -5.5% | -1.4% |
| 3M | +21.8% | +15.1% | +6.7% | +19.4% |
| 6M | +23.2% | +13.6% | +9.6% | +20.4% |
| YTD | +28.7% | +44.0% | -15.2% | +21.8% |
| 1Y | +67.8% | +18.4% | +49.4% | +62.8% |
| 3Y | +100.6% | +75.9% | +24.8% | +83.3% |
| 5Y | +19.8% | +231.7% | -211.9% | -0.3% |
| 10Y | +159.7% | +549.0% | -389.2% | +95.5% |
| All | +910.3% | +658.5% | +251.7% | +552.1% |
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