+5.8%
XLU vs LNG
+23.0%
-17.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.8% | +3.4% | -2.6% | +0.7% |
| 30D | -1.3% | +14.9% | -16.2% | -2.0% |
| 3M | -1.3% | +21.4% | -22.7% | -2.3% |
| 6M | -7.6% | +17.8% | -25.4% | -8.5% |
| YTD | +2.3% | +51.3% | -49.0% | -1.2% |
| 1Y | +5.8% | +24.4% | -18.7% | +5.9% |
| All | +5.8% | +23.0% | -17.3% | +5.9% |
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 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