+1,665.8%
AMAT vs LNG
+545.4%
+1,120.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.5% | +9.4% | +5.7% |
| 7D | +7.0% | -6.2% | +13.2% | +9.0% |
| 30D | -12.2% | +8.0% | -20.2% | -14.6% |
| 3M | -3.8% | +16.9% | -20.7% | -9.4% |
| 6M | +45.9% | +8.7% | +37.3% | +39.1% |
| YTD | +84.6% | +43.0% | +41.6% | +59.1% |
| 1Y | +193.4% | +19.4% | +173.9% | +168.9% |
| 3Y | +228.1% | +74.7% | +153.4% | +157.5% |
| 5Y | +268.9% | +222.4% | +46.5% | +119.7% |
| 10Y | +1,665.8% | +532.2% | +1,133.5% | +712.0% |
| All | +1,665.8% | +545.4% | +1,120.3% | +712.0% |
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