+142.5%
XLC vs LNG
+384.1%
-241.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.8% | +3.4% | -4.3% | -1.6% |
| 30D | +1.0% | +14.9% | -13.8% | -1.9% |
| 3M | -0.7% | +21.4% | -22.1% | -4.9% |
| 6M | -5.1% | +17.8% | -22.9% | -9.2% |
| YTD | -4.3% | +51.3% | -55.6% | -13.5% |
| 1Y | -0.6% | +24.4% | -25.0% | -6.2% |
| 3Y | +72.7% | +79.7% | -7.0% | +47.5% |
| 5Y | +38.0% | +241.3% | -203.3% | -3.3% |
| All | +142.5% | +384.1% | -241.6% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling