+16,289.1%
AMAT vs LNG
+1,117.3%
+15,171.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.2% |
| 7D | -14.7% | -15.9% | +1.1% | -13.9% |
| 30D | -36.1% | +2.1% | -38.2% | -36.2% |
| 3M | -36.9% | +4.8% | -41.7% | -37.1% |
| 6M | -22.2% | +6.8% | -29.0% | -22.6% |
| YTD | +29.9% | +44.0% | -14.1% | +26.8% |
| 1Y | +43.3% | +34.9% | +8.3% | +40.3% |
| 3Y | +142.7% | +67.3% | +75.4% | +134.5% |
| 5Y | +126.2% | +170.1% | -43.9% | +112.4% |
| 10Y | +1,211.7% | +693.0% | +518.7% | +1,061.3% |
| All | +16,289.1% | +1,117.3% | +15,171.8% | +10,278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling