+101.1%
AKAM vs LNG
+562.2%
-461.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.5% | -4.7% | +6.2% | +2.0% |
| 30D | -13.0% | +3.8% | -16.8% | -13.5% |
| 3M | -19.4% | +16.2% | -35.5% | -20.9% |
| 6M | +0.3% | +11.7% | -11.4% | -1.4% |
| YTD | +22.4% | +44.2% | -21.8% | +16.3% |
| 1Y | +34.8% | +18.6% | +16.3% | +31.4% |
| 3Y | +1.9% | +77.4% | -75.5% | -5.4% |
| 5Y | -4.6% | +232.3% | -236.9% | -18.3% |
| All | +101.1% | +562.2% | -461.1% | +69.5% |
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 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