+86.6%
XOP vs LNG
+751.8%
-665.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.0% | -6.7% | +7.7% | +2.9% |
| 30D | +10.8% | +3.9% | +7.0% | +9.5% |
| 3M | +19.5% | +15.5% | +3.9% | +14.6% |
| 6M | +21.6% | +10.5% | +11.1% | +18.1% |
| YTD | +55.8% | +43.0% | +12.9% | +41.0% |
| 1Y | +54.6% | +18.9% | +35.8% | +47.3% |
| 3Y | +36.6% | +74.7% | -38.0% | +16.9% |
| 5Y | +160.6% | +231.2% | -70.6% | +90.3% |
| 10Y | +56.2% | +544.5% | -488.3% | +0.7% |
| All | +86.6% | +751.8% | -665.1% | -3.7% |
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