-22.2%
AMAT vs LNG
+7.1%
-29.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.1% |
| 7D | -14.7% | -15.9% | +1.1% | -18.3% |
| 30D | -36.1% | +2.1% | -38.2% | -34.0% |
| 3M | -36.9% | +4.8% | -41.7% | -33.9% |
| 6M | -22.2% | +6.8% | -29.0% | -14.2% |
| All | -22.2% | +7.1% | -29.3% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling