+889.2%
XLV vs LNG
+11,602.4%
-10,713.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -4.7% | +1.1% | -3.3% |
| 30D | -1.8% | +3.8% | -5.6% | -2.0% |
| 3M | +7.8% | +16.2% | -8.4% | +7.0% |
| 6M | +9.1% | +11.7% | -2.6% | +8.4% |
| YTD | +7.7% | +44.2% | -36.5% | +5.8% |
| 1Y | +20.4% | +18.6% | +1.9% | +19.3% |
| 3Y | +30.8% | +77.4% | -46.6% | +27.0% |
| 5Y | +34.6% | +232.3% | -197.6% | +26.7% |
| 10Y | +173.4% | +550.1% | -376.8% | +148.2% |
| All | +889.2% | +11,602.4% | -10,713.2% | +648.3% |
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 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