+215.4%
ADSK vs LNG
+562.2%
-346.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -4.7% | +2.2% | -1.1% |
| 30D | -14.9% | +3.8% | -18.7% | -15.9% |
| 3M | +3.3% | +16.2% | -12.8% | -2.0% |
| 6M | -15.7% | +11.7% | -27.4% | -19.6% |
| YTD | -28.2% | +44.2% | -72.5% | -37.2% |
| 1Y | -34.5% | +18.6% | -53.1% | -39.0% |
| 3Y | -2.9% | +77.4% | -80.3% | -22.6% |
| 5Y | -25.3% | +232.3% | -257.6% | -54.7% |
| All | +215.4% | +562.2% | -346.8% | +55.1% |
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