+163.4%
XOP vs LNG
+229.3%
-65.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | +1.6% | -4.5% | +6.1% | +4.5% |
| 30D | +9.6% | +4.7% | +4.9% | +5.8% |
| 3M | +16.9% | +15.1% | +1.8% | +5.7% |
| 6M | +24.0% | +13.6% | +10.5% | +12.7% |
| YTD | +56.2% | +44.0% | +12.2% | +20.7% |
| 1Y | +51.8% | +18.4% | +33.4% | +33.8% |
| 3Y | +37.0% | +75.9% | -38.9% | -11.3% |
| 5Y | +163.4% | +231.7% | -68.3% | +0.2% |
| All | +163.4% | +229.3% | -65.9% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling