+68.5%
XLI vs LNG
+74.3%
-5.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -2.3% | -4.5% | +2.2% | -1.8% |
| 30D | -8.2% | +4.7% | -12.8% | -8.7% |
| 3M | +0.8% | +15.1% | -14.4% | -1.3% |
| 6M | +0.8% | +13.6% | -12.7% | -2.1% |
| YTD | +10.5% | +44.0% | -33.4% | +1.5% |
| 1Y | +14.1% | +18.4% | -4.2% | +9.7% |
| All | +68.5% | +74.3% | -5.7% | +46.2% |
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