+1,106.7%
XLY vs LNG
+11,602.4%
-10,495.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.7% | -4.7% | +3.0% | -1.4% |
| 30D | -4.2% | +3.8% | -8.0% | -4.4% |
| 3M | -2.7% | +16.2% | -18.8% | -3.7% |
| 6M | -0.6% | +11.7% | -12.3% | -1.6% |
| YTD | -5.0% | +44.2% | -49.2% | -7.6% |
| 1Y | -4.1% | +18.6% | -22.7% | -5.5% |
| 3Y | +33.6% | +77.4% | -43.8% | +27.9% |
| 5Y | +28.7% | +232.3% | -203.6% | +17.9% |
| 10Y | +219.6% | +550.1% | -330.5% | +178.5% |
| All | +1,106.7% | +11,602.4% | -10,495.7% | +732.8% |
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