+1,473.2%
XEL vs LNG
+1,108.4%
+364.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.9% | -6.7% | +7.6% | +1.0% |
| 30D | -0.9% | +3.9% | -4.7% | -0.9% |
| 3M | -1.4% | +15.5% | -16.9% | -1.6% |
| 6M | -5.8% | +10.5% | -16.3% | -6.0% |
| YTD | +4.7% | +43.0% | -38.3% | +4.2% |
| 1Y | +9.1% | +18.9% | -9.8% | +8.8% |
| 3Y | +47.8% | +74.7% | -26.8% | +46.7% |
| 5Y | +29.0% | +231.2% | -202.2% | +26.9% |
| 10Y | +154.0% | +544.5% | -390.5% | +147.3% |
| All | +1,473.2% | +1,108.4% | +364.8% | +1,406.5% |
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