+248.8%
XLF vs LNG
+562.2%
-313.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -4.7% | +3.2% | -0.1% |
| 30D | -1.2% | +3.8% | -5.0% | -2.3% |
| 3M | +9.2% | +16.2% | -7.0% | +4.0% |
| 6M | +16.3% | +11.7% | +4.6% | +11.2% |
| YTD | +5.4% | +44.2% | -38.8% | -7.1% |
| 1Y | +7.6% | +18.6% | -11.0% | +0.7% |
| 3Y | +74.2% | +77.4% | -3.2% | +41.0% |
| 5Y | +66.1% | +232.3% | -166.1% | +3.1% |
| All | +248.8% | +562.2% | -313.4% | +64.0% |
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