-16.5%
ABT vs LNG
+23.0%
-39.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.7% | +3.4% | -7.1% | -3.7% |
| 30D | +2.5% | +14.9% | -12.4% | +2.5% |
| 3M | +20.2% | +21.4% | -1.2% | +20.2% |
| 6M | -2.9% | +17.8% | -20.7% | -3.8% |
| YTD | -11.9% | +51.3% | -63.2% | -14.1% |
| 1Y | -16.5% | +24.4% | -41.0% | -15.8% |
| All | -16.5% | +23.0% | -39.6% | -15.8% |
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