+74.2%
XLF vs LNG
+74.6%
-0.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -4.7% | +3.2% | -0.7% |
| 30D | -1.2% | +3.8% | -5.0% | -1.8% |
| 3M | +9.2% | +16.2% | -7.0% | +6.1% |
| 6M | +16.3% | +11.7% | +4.6% | +12.9% |
| YTD | +5.4% | +44.2% | -38.8% | -4.1% |
| 1Y | +7.6% | +18.6% | -11.0% | +2.9% |
| 3Y | +74.2% | +77.4% | -3.2% | +49.9% |
| All | +74.2% | +74.6% | -0.4% | +49.9% |
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 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