+14.0%
XLB vs LNG
+19.6%
-5.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -3.5% | -4.5% | +0.9% | -3.8% |
| 30D | -4.7% | +4.7% | -9.3% | -4.2% |
| 3M | +2.7% | +15.1% | -12.4% | +3.8% |
| 6M | +2.6% | +13.6% | -11.0% | +2.1% |
| YTD | +12.8% | +44.0% | -31.1% | +8.5% |
| 1Y | +14.0% | +18.4% | -4.4% | +14.5% |
| All | +14.0% | +19.6% | -5.6% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling