+148.7%
XLK vs LNG
+228.1%
-79.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | -4.7% | +4.9% | +0.9% |
| 30D | -0.6% | +3.8% | -4.4% | -1.3% |
| 3M | +2.6% | +16.2% | -13.6% | -0.2% |
| 6M | +34.0% | +11.7% | +22.3% | +30.3% |
| YTD | +30.7% | +44.2% | -13.5% | +20.1% |
| 1Y | +39.2% | +18.6% | +20.6% | +33.5% |
| 3Y | +120.4% | +77.4% | +43.0% | +93.1% |
| All | +148.7% | +228.1% | -79.4% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling