+147.1%
AMAT vs LNG
+211.7%
-64.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +11.4% | +11.3% | 0.0% | +9.0% |
| 30D | -17.0% | +10.6% | -27.7% | -18.7% |
| 3M | -30.6% | +16.1% | -46.7% | -32.9% |
| 6M | -14.9% | +29.6% | -44.5% | -20.1% |
| YTD | +44.7% | +60.3% | -15.6% | +25.5% |
| 1Y | +66.9% | +46.1% | +20.8% | +48.8% |
| 3Y | +153.3% | +85.9% | +67.4% | +108.3% |
| All | +147.1% | +211.7% | -64.6% | +61.7% |
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 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