+65.8%
XLE vs LNG
+83.1%
-17.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +0.1% |
| 7D | -0.2% | +4.5% | -4.7% | -2.3% |
| 30D | -4.0% | +8.0% | -12.0% | -7.5% |
| 3M | +4.6% | +15.0% | -10.4% | -2.4% |
| 6M | +12.3% | +27.1% | -14.8% | -0.2% |
| YTD | +44.5% | +58.1% | -13.6% | +15.6% |
| 1Y | +42.4% | +45.0% | -2.6% | +18.5% |
| All | +65.8% | +83.1% | -17.3% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling