+45.3%
XOP vs LNG
+42.0%
+3.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.2% | -0.2% | -2.9% |
| 7D | -10.5% | -1.9% | -8.6% | -9.4% |
| 30D | -4.3% | +6.2% | -10.6% | -7.6% |
| 3M | +4.7% | +13.7% | -9.1% | -3.8% |
| 6M | -0.1% | +7.5% | -7.6% | -4.8% |
| YTD | +43.8% | +51.3% | -7.5% | +11.4% |
| 1Y | +45.3% | +42.6% | +2.6% | +16.3% |
| All | +45.3% | +42.0% | +3.3% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling