+5.9%
ABT vs LNG
+74.6%
-68.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -5.9% | -4.7% | -1.2% | -5.6% |
| 30D | -8.1% | +3.8% | -11.9% | -8.3% |
| 3M | +14.5% | +16.2% | -1.6% | +13.3% |
| 6M | -6.3% | +11.7% | -18.0% | -7.5% |
| YTD | -17.1% | +44.2% | -61.3% | -20.4% |
| 1Y | -21.4% | +18.6% | -39.9% | -22.8% |
| 3Y | +5.9% | +77.4% | -71.5% | -0.3% |
| All | +5.9% | +74.6% | -68.6% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling