-1.7%
XLC vs LNG
+45.6%
-47.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.0% |
| 7D | +3.7% | +11.3% | -7.6% | +4.8% |
| 30D | -1.9% | +10.6% | -12.6% | -1.1% |
| 3M | -3.1% | +16.1% | -19.2% | -1.8% |
| 6M | -6.4% | +29.6% | -35.9% | -4.2% |
| YTD | -6.8% | +60.3% | -67.2% | -6.1% |
| 1Y | -1.7% | +46.1% | -47.8% | -1.1% |
| All | -1.7% | +45.6% | -47.3% | -1.1% |
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