+49.9%
XLE vs LNG
+42.0%
+7.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.2% | +1.4% | -1.9% |
| 7D | -7.2% | -1.9% | -5.3% | -6.3% |
| 30D | +0.1% | +6.2% | -6.1% | -2.6% |
| 3M | +9.2% | +13.7% | -4.6% | +2.3% |
| 6M | +8.4% | +7.5% | +0.9% | +3.8% |
| YTD | +44.9% | +51.3% | -6.4% | +19.6% |
| 1Y | +49.9% | +42.6% | +7.2% | +26.5% |
| All | +49.9% | +42.0% | +7.9% | +26.5% |
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 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