+631.5%
XLU vs LNG
+11,602.4%
-10,971.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -4.7% | +3.1% | -1.4% |
| 30D | -3.3% | +3.8% | -7.1% | -3.5% |
| 3M | -3.2% | +16.2% | -19.3% | -3.8% |
| 6M | -7.0% | +11.7% | -18.6% | -7.5% |
| YTD | +0.6% | +44.2% | -43.6% | -1.0% |
| 1Y | +2.4% | +18.6% | -16.1% | +1.6% |
| 3Y | +46.3% | +77.4% | -31.2% | +42.6% |
| 5Y | +44.0% | +232.3% | -188.3% | +36.6% |
| 10Y | +140.1% | +550.1% | -410.1% | +120.4% |
| All | +631.5% | +11,602.4% | -10,971.0% | +499.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling