+103.1%
XLP vs LNG
+582.0%
-478.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.0% | +3.4% | -4.4% | -1.4% |
| 30D | -0.9% | +14.9% | -15.7% | -2.3% |
| 3M | +3.8% | +21.4% | -17.6% | +1.7% |
| 6M | -1.7% | +17.8% | -19.5% | -3.6% |
| YTD | +10.3% | +51.3% | -41.0% | +5.2% |
| 1Y | +7.8% | +24.4% | -16.6% | +5.0% |
| 3Y | +27.2% | +79.7% | -52.5% | +18.0% |
| 5Y | +32.5% | +241.3% | -208.8% | +11.9% |
| All | +103.1% | +582.0% | -478.9% | +56.5% |
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