+1,315.3%
AMAT vs LNG
+711.1%
+604.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.7% | +8.6% | +10.5% |
| 7D | -1.1% | -8.4% | +7.3% | +1.8% |
| 30D | -26.9% | +2.7% | -29.6% | -27.6% |
| 3M | -31.2% | +11.7% | -42.9% | -33.9% |
| 6M | -14.7% | +19.5% | -34.2% | -20.5% |
| YTD | +44.7% | +48.0% | -3.3% | +23.1% |
| 1Y | +62.0% | +38.4% | +23.6% | +41.0% |
| 3Y | +165.0% | +71.9% | +93.1% | +109.6% |
| 5Y | +147.1% | +179.9% | -32.8% | +56.3% |
| 10Y | +1,315.3% | +700.5% | +614.8% | +538.7% |
| All | +1,315.3% | +711.1% | +604.2% | +538.7% |
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