+169.4%
XLV vs LNG
+562.2%
-392.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -4.7% | +1.1% | -2.9% |
| 30D | -1.8% | +3.8% | -5.6% | -2.4% |
| 3M | +7.8% | +16.2% | -8.4% | +5.1% |
| 6M | +9.1% | +11.7% | -2.6% | +6.7% |
| YTD | +7.7% | +44.2% | -36.5% | +0.9% |
| 1Y | +20.4% | +18.6% | +1.9% | +16.4% |
| 3Y | +30.8% | +77.4% | -46.6% | +16.7% |
| 5Y | +34.6% | +232.3% | -197.6% | +4.1% |
| All | +169.4% | +562.2% | -392.8% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling