+225.7%
XLE vs LNG
+218.5%
+7.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +3.9% |
| 7D | 0.0% | -6.2% | +6.2% | +3.2% |
| 30D | +12.6% | +8.0% | +4.6% | +8.0% |
| 3M | +11.8% | +16.9% | -5.1% | +2.7% |
| 6M | +16.1% | +8.7% | +7.4% | +10.2% |
| YTD | +46.9% | +43.0% | +3.9% | +20.5% |
| 1Y | +53.3% | +19.4% | +33.8% | +38.1% |
| 3Y | +54.9% | +74.7% | -19.8% | +11.1% |
| 5Y | +225.7% | +222.4% | +3.3% | +63.9% |
| All | +225.7% | +218.5% | +7.2% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling