+197.1%
ABT vs LNG
+562.2%
-365.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -5.9% | -4.7% | -1.2% | -5.3% |
| 30D | -8.1% | +3.8% | -11.9% | -8.6% |
| 3M | +14.5% | +16.2% | -1.6% | +12.0% |
| 6M | -6.3% | +11.7% | -18.0% | -8.2% |
| YTD | -17.1% | +44.2% | -61.3% | -21.9% |
| 1Y | -21.4% | +18.6% | -39.9% | -23.7% |
| 3Y | +5.9% | +77.4% | -71.5% | -4.2% |
| 5Y | -12.8% | +232.3% | -245.0% | -30.6% |
| All | +197.1% | +562.2% | -365.1% | +102.5% |
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 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