+215.2%
XLY vs LNG
+562.2%
-347.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.7% | -4.7% | +3.0% | -0.7% |
| 30D | -4.2% | +3.8% | -8.0% | -5.1% |
| 3M | -2.7% | +16.2% | -18.8% | -6.3% |
| 6M | -0.6% | +11.7% | -12.3% | -4.2% |
| YTD | -5.0% | +44.2% | -49.2% | -14.2% |
| 1Y | -4.1% | +18.6% | -22.7% | -9.2% |
| 3Y | +33.6% | +77.4% | -43.8% | +12.6% |
| 5Y | +28.7% | +232.3% | -203.6% | -11.0% |
| All | +215.2% | +562.2% | -347.0% | +78.9% |
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