+1,162.1%
AMAT vs LNG
+693.0%
+469.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | -14.7% | -15.9% | +1.1% | -10.0% |
| 30D | -36.1% | +2.1% | -38.2% | -36.6% |
| 3M | -36.9% | +4.8% | -41.7% | -38.2% |
| 6M | -22.2% | +6.8% | -29.0% | -24.8% |
| YTD | +29.9% | +44.0% | -14.1% | +11.4% |
| 1Y | +43.3% | +34.9% | +8.3% | +25.6% |
| 3Y | +142.7% | +67.3% | +75.4% | +93.4% |
| 5Y | +126.2% | +170.1% | -43.9% | +44.6% |
| All | +1,162.1% | +693.0% | +469.1% | +469.6% |
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