+158.8%
XLB vs LNG
+561.0%
-402.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -3.5% | -4.5% | +0.9% | -2.4% |
| 30D | -4.7% | +4.7% | -9.3% | -6.0% |
| 3M | +2.7% | +15.1% | -12.4% | -1.7% |
| 6M | +2.6% | +13.6% | -11.0% | -2.3% |
| YTD | +12.8% | +44.0% | -31.1% | 0.0% |
| 1Y | +14.0% | +18.4% | -4.4% | +6.9% |
| 3Y | +31.5% | +75.9% | -44.4% | +7.2% |
| 5Y | +33.4% | +231.7% | -198.2% | -14.9% |
| All | +158.8% | +561.0% | -402.2% | +26.4% |
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