+42.0%
XLP vs LNG
+164.0%
-122.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +0.7% | -15.9% | +16.6% | +1.6% |
| 30D | +10.3% | +2.1% | +8.1% | +10.0% |
| 3M | +6.5% | +4.8% | +1.7% | +6.1% |
| 6M | +8.4% | +6.8% | +1.6% | +7.7% |
| YTD | +18.2% | +44.0% | -25.8% | +14.9% |
| 1Y | +22.4% | +34.9% | -12.5% | +19.5% |
| 3Y | +41.9% | +67.3% | -25.4% | +35.8% |
| All | +42.0% | +164.0% | -122.0% | +33.5% |
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 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