-4.5%
AKAM vs LNG
+228.1%
-232.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.5% | -4.7% | +6.2% | +2.1% |
| 30D | -13.0% | +3.8% | -16.8% | -13.5% |
| 3M | -19.4% | +16.2% | -35.5% | -21.0% |
| 6M | +0.3% | +11.7% | -11.4% | -1.6% |
| YTD | +22.4% | +44.2% | -21.8% | +15.1% |
| 1Y | +34.8% | +18.6% | +16.3% | +30.9% |
| 3Y | +1.9% | +77.4% | -75.5% | -6.1% |
| All | -4.5% | +228.1% | -232.6% | -17.8% |
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