+30.8%
XLV vs LNG
+74.6%
-43.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -4.7% | +1.1% | -3.2% |
| 30D | -1.8% | +3.8% | -5.6% | -2.1% |
| 3M | +7.8% | +16.2% | -8.4% | +6.6% |
| 6M | +9.1% | +11.7% | -2.6% | +7.6% |
| YTD | +7.7% | +44.2% | -36.5% | +3.3% |
| 1Y | +20.4% | +18.6% | +1.9% | +18.1% |
| 3Y | +30.8% | +77.4% | -46.6% | +21.4% |
| All | +30.8% | +74.6% | -43.8% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling