-22.6%
ADBE vs LNG
+23.0%
-45.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.7% |
| 7D | -8.6% | +3.4% | -12.0% | -8.5% |
| 30D | +2.8% | +14.9% | -12.1% | +3.0% |
| 3M | +3.1% | +21.4% | -18.3% | +2.8% |
| 6M | -2.4% | +17.8% | -20.2% | -2.7% |
| YTD | -23.9% | +51.3% | -75.1% | -23.8% |
| 1Y | -22.6% | +24.4% | -47.0% | -17.5% |
| All | -22.6% | +23.0% | -45.6% | -17.5% |
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 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