+44.8%
XLP vs LNG
+85.6%
-40.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.4% |
| 7D | +2.5% | +11.3% | -8.8% | +2.2% |
| 30D | +7.3% | +10.6% | -3.3% | +6.8% |
| 3M | +8.1% | +16.1% | -8.0% | +7.4% |
| 6M | +10.5% | +29.6% | -19.1% | +9.2% |
| YTD | +21.2% | +60.3% | -39.2% | +17.7% |
| 1Y | +22.7% | +46.1% | -23.4% | +20.0% |
| 3Y | +44.8% | +85.9% | -41.1% | +37.9% |
| All | +44.8% | +85.6% | -40.9% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling