+128.8%
XLP vs LNG
+711.1%
-582.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.9% | +0.6% |
| 7D | +0.1% | -8.4% | +8.4% | +0.8% |
| 30D | +8.9% | +2.7% | +6.3% | +8.5% |
| 3M | +7.5% | +11.7% | -4.3% | +6.1% |
| 6M | +9.4% | +19.5% | -10.0% | +7.2% |
| YTD | +19.3% | +48.0% | -28.7% | +13.9% |
| 1Y | +21.7% | +38.4% | -16.6% | +17.0% |
| 3Y | +44.0% | +71.9% | -27.9% | +34.1% |
| 5Y | +42.8% | +179.9% | -137.1% | +23.8% |
| 10Y | +128.8% | +700.5% | -571.7% | +75.8% |
| All | +128.8% | +711.1% | -582.3% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling