+3,872.6%
ABT vs LNG
+1,108.8%
+2,763.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -2.5% |
| 7D | -3.1% | -6.2% | +3.0% | -3.0% |
| 30D | -2.1% | +8.0% | -10.1% | -2.3% |
| 3M | +17.4% | +16.9% | +0.5% | +17.0% |
| 6M | -2.4% | +8.7% | -11.1% | -2.6% |
| YTD | -14.2% | +43.0% | -57.2% | -14.9% |
| 1Y | -18.3% | +19.4% | -37.8% | -18.7% |
| 3Y | +11.5% | +74.7% | -63.2% | +10.0% |
| 5Y | -9.9% | +222.4% | -232.3% | -12.3% |
| 10Y | +204.4% | +532.2% | -327.8% | +191.4% |
| All | +3,872.6% | +1,108.8% | +2,763.8% | +3,429.4% |
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