+7.8%
XLP vs LNG
+23.0%
-15.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.0% | +3.4% | -4.4% | -1.0% |
| 30D | -0.9% | +14.9% | -15.7% | -0.6% |
| 3M | +3.8% | +21.4% | -17.6% | +4.1% |
| 6M | -1.7% | +17.8% | -19.5% | -1.6% |
| YTD | +10.3% | +51.3% | -41.0% | +8.3% |
| 1Y | +7.8% | +24.4% | -16.6% | +9.7% |
| All | +7.8% | +23.0% | -15.3% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling