+1,024.7%
XLE vs LNG
+12,176.7%
-11,152.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +2.2% | +3.4% | -1.2% | +1.8% |
| 30D | +11.8% | +14.9% | -3.1% | +10.0% |
| 3M | +9.8% | +21.4% | -11.6% | +7.4% |
| 6M | +15.6% | +17.8% | -2.2% | +13.4% |
| YTD | +45.3% | +51.3% | -6.0% | +38.4% |
| 1Y | +48.3% | +24.4% | +23.9% | +44.5% |
| 3Y | +55.4% | +79.7% | -24.2% | +45.1% |
| 5Y | +216.1% | +241.3% | -25.2% | +175.7% |
| 10Y | +178.4% | +603.1% | -424.7% | +127.0% |
| All | +1,024.7% | +12,176.7% | -11,152.0% | +591.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling