-68.6%
XYZ vs LNG
+218.5%
-287.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -1.5% |
| 7D | +2.9% | -6.2% | +9.0% | +4.9% |
| 30D | +1.4% | +8.0% | -6.6% | -1.2% |
| 3M | +14.6% | +16.9% | -2.3% | +7.8% |
| 6M | +20.8% | +8.7% | +12.1% | +15.0% |
| YTD | +23.1% | +43.0% | -19.9% | +5.0% |
| 1Y | +5.6% | +19.4% | -13.8% | -3.3% |
| 3Y | +50.9% | +74.7% | -23.8% | +16.9% |
| 5Y | -68.6% | +222.4% | -291.0% | -79.5% |
| All | -68.6% | +218.5% | -287.0% | -79.5% |
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