+143.7%
XLC vs LNG
+361.5%
-217.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +0.5% | -4.7% | +5.2% | +1.5% |
| 30D | +2.1% | +3.8% | -1.7% | +1.2% |
| 3M | +0.7% | +16.2% | -15.5% | -2.8% |
| 6M | -3.2% | +11.7% | -14.9% | -6.3% |
| YTD | -3.8% | +44.2% | -48.0% | -12.3% |
| 1Y | -2.0% | +18.6% | -20.6% | -6.7% |
| 3Y | +71.4% | +77.4% | -6.1% | +46.6% |
| 5Y | +40.7% | +232.3% | -191.6% | -1.1% |
| All | +143.7% | +361.5% | -217.8% | +49.3% |
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