+176.9%
XLE vs LNG
+561.0%
-384.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | +0.5% | -4.5% | +5.0% | +3.0% |
| 30D | +6.6% | +4.7% | +1.9% | +3.4% |
| 3M | +12.3% | +15.1% | -2.9% | +2.7% |
| 6M | +18.4% | +13.6% | +4.8% | +8.6% |
| YTD | +47.2% | +44.0% | +3.3% | +17.0% |
| 1Y | +50.3% | +18.4% | +31.9% | +33.9% |
| 3Y | +55.3% | +75.9% | -20.6% | +5.8% |
| 5Y | +226.0% | +231.7% | -5.7% | +42.5% |
| All | +176.9% | +561.0% | -384.1% | -21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling