+39.3%
XLC vs LNG
+229.3%
-190.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -1.7% | -4.5% | +2.8% | -1.1% |
| 30D | +0.2% | +4.7% | -4.5% | -0.5% |
| 3M | +0.7% | +15.1% | -14.4% | -1.5% |
| 6M | -4.5% | +13.6% | -18.0% | -6.8% |
| YTD | -4.7% | +44.0% | -48.7% | -10.9% |
| 1Y | -1.5% | +18.4% | -19.9% | -4.8% |
| 3Y | +72.2% | +75.9% | -3.6% | +54.7% |
| 5Y | +39.3% | +231.7% | -192.4% | +12.5% |
| All | +39.3% | +229.3% | -190.0% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling