+27.4%
AMAT vs LNG
+19.6%
+7.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.5% |
| 7D | -1.5% | +3.4% | -4.9% | +0.1% |
| 30D | -14.8% | +14.9% | -29.7% | -8.8% |
| 3M | -9.3% | +21.4% | -30.7% | +0.9% |
| 6M | +27.4% | +17.8% | +9.6% | +38.1% |
| All | +27.4% | +19.6% | +7.8% | +38.1% |
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