+188.9%
AMAT vs LNG
+23.0%
+165.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.5% |
| 7D | -1.5% | +3.4% | -4.9% | -0.2% |
| 30D | -14.8% | +14.9% | -29.7% | -10.1% |
| 3M | -9.3% | +21.4% | -30.7% | -1.7% |
| 6M | +27.4% | +17.8% | +9.6% | +35.7% |
| YTD | +77.6% | +51.3% | +26.3% | +96.5% |
| 1Y | +188.9% | +24.4% | +164.5% | +202.4% |
| All | +188.9% | +23.0% | +165.9% | +202.4% |
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