-2.0%
XLC vs LNG
+19.2%
-21.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +0.5% | -4.7% | +5.2% | +0.1% |
| 30D | +2.1% | +3.8% | -1.7% | +2.5% |
| 3M | +0.7% | +16.2% | -15.5% | +1.8% |
| 6M | -3.2% | +11.7% | -14.9% | -3.5% |
| YTD | -3.8% | +44.2% | -48.0% | -5.6% |
| 1Y | -2.0% | +18.6% | -20.6% | -2.4% |
| All | -2.0% | +19.2% | -21.2% | -2.4% |
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 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