+1,111.5%
XLI vs LNG
+11,504.9%
-10,393.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | -0.1% |
| 7D | +1.0% | -6.2% | +7.1% | +1.4% |
| 30D | -5.8% | +8.0% | -13.8% | -6.3% |
| 3M | +0.7% | +16.9% | -16.2% | -0.5% |
| 6M | +3.2% | +8.7% | -5.5% | +2.3% |
| YTD | +13.0% | +43.0% | -30.0% | +9.9% |
| 1Y | +16.8% | +19.4% | -2.6% | +15.0% |
| 3Y | +72.4% | +74.7% | -2.3% | +64.9% |
| 5Y | +82.8% | +222.4% | -139.7% | +66.9% |
| 10Y | +252.4% | +532.2% | -279.8% | +206.1% |
| All | +1,111.5% | +11,504.9% | -10,393.3% | +723.0% |
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 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