+43.2%
XLB vs LNG
+85.6%
-42.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.5% | +11.3% | -10.8% | -0.5% |
| 30D | +5.2% | +10.6% | -5.5% | +3.9% |
| 3M | +0.3% | +16.1% | -15.8% | -1.5% |
| 6M | +1.2% | +29.6% | -28.4% | -2.2% |
| YTD | +16.6% | +60.3% | -43.7% | +6.9% |
| 1Y | +21.4% | +46.1% | -24.7% | +13.4% |
| 3Y | +43.2% | +85.9% | -42.7% | +27.8% |
| All | +43.2% | +85.6% | -42.4% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling