-24.5%
ADSK vs LNG
+228.1%
-252.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -4.7% | +2.2% | -1.6% |
| 30D | -14.9% | +3.8% | -18.7% | -15.6% |
| 3M | +3.3% | +16.2% | -12.8% | -0.3% |
| 6M | -15.7% | +11.7% | -27.4% | -18.3% |
| YTD | -28.2% | +44.2% | -72.5% | -34.6% |
| 1Y | -34.5% | +18.6% | -53.1% | -37.6% |
| 3Y | -2.9% | +77.4% | -80.3% | -16.6% |
| All | -24.5% | +228.1% | -252.6% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling