+42.4%
XLE vs LNG
+45.3%
-2.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +0.2% |
| 7D | -0.2% | +4.5% | -4.7% | -2.3% |
| 30D | -4.0% | +8.0% | -12.0% | -7.4% |
| 3M | +4.6% | +15.0% | -10.4% | -2.3% |
| 6M | +12.3% | +27.1% | -14.8% | -0.3% |
| YTD | +44.5% | +58.1% | -13.6% | +17.0% |
| 1Y | +42.4% | +45.0% | -2.6% | +16.8% |
| All | +42.4% | +45.3% | -2.9% | +16.8% |
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