+164.2%
XLB vs LNG
+811.3%
-647.2%
-37.3%
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% | -0.1% |
| 7D | +0.5% | +11.3% | -10.8% | -2.3% |
| 30D | +5.2% | +10.6% | -5.5% | +1.9% |
| 3M | +0.3% | +16.1% | -15.8% | -4.2% |
| 6M | +1.2% | +29.6% | -28.4% | -6.8% |
| YTD | +16.6% | +60.3% | -43.7% | -0.1% |
| 1Y | +21.4% | +46.1% | -24.7% | +6.9% |
| 3Y | +43.2% | +85.9% | -42.7% | +14.9% |
| 5Y | +28.0% | +210.8% | -182.8% | -16.0% |
| All | +164.2% | +811.3% | -647.2% | +20.2% |
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