+29.1%
XLV vs LNG
+35.5%
-6.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.6% |
| 7D | +0.5% | -12.3% | +12.8% | +0.1% |
| 30D | +10.7% | +1.6% | +9.1% | +10.8% |
| 3M | +13.1% | +10.0% | +3.1% | +13.7% |
| 6M | +28.3% | +4.2% | +24.1% | +27.4% |
| YTD | +20.9% | +44.8% | -23.9% | +22.3% |
| 1Y | +29.1% | +37.3% | -8.2% | +31.3% |
| All | +29.1% | +35.5% | -6.4% | +31.3% |
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