+55.0%
XOP vs LNG
+562.2%
-507.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.6% | -4.7% | +7.3% | +6.2% |
| 30D | +9.6% | +3.8% | +5.8% | +5.9% |
| 3M | +20.4% | +16.2% | +4.2% | +6.1% |
| 6M | +19.9% | +11.7% | +8.2% | +8.3% |
| YTD | +56.4% | +44.2% | +12.2% | +15.2% |
| 1Y | +52.4% | +18.6% | +33.9% | +30.9% |
| 3Y | +39.9% | +77.4% | -37.5% | -16.7% |
| 5Y | +163.7% | +232.3% | -68.5% | -12.1% |
| All | +55.0% | +562.2% | -507.2% | -69.0% |
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