+412.9%
XLF vs LNG
+11,501.1%
-11,088.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | -6.7% | +5.7% | -0.5% |
| 30D | -1.3% | +3.9% | -5.2% | -1.6% |
| 3M | +9.1% | +15.5% | -6.4% | +7.7% |
| 6M | +14.4% | +10.5% | +3.8% | +13.0% |
| YTD | +5.1% | +43.0% | -37.9% | +1.5% |
| 1Y | +8.6% | +18.9% | -10.2% | +6.6% |
| 3Y | +74.4% | +74.7% | -0.2% | +65.0% |
| 5Y | +64.4% | +231.2% | -166.9% | +46.2% |
| 10Y | +251.6% | +544.5% | -292.9% | +193.8% |
| All | +412.9% | +11,501.1% | -11,088.2% | +209.5% |
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