+22,298.4%
AMAT vs LNG
+1,178.8%
+21,119.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.3% |
| 7D | -1.5% | +3.4% | -4.9% | -1.7% |
| 30D | -14.8% | +14.9% | -29.7% | -15.5% |
| 3M | -9.3% | +21.4% | -30.7% | -10.4% |
| 6M | +27.4% | +17.8% | +9.6% | +25.9% |
| YTD | +77.6% | +51.3% | +26.3% | +72.9% |
| 1Y | +188.9% | +24.4% | +164.5% | +184.4% |
| 3Y | +202.3% | +79.7% | +122.6% | +191.0% |
| 5Y | +248.9% | +241.3% | +7.6% | +223.6% |
| 10Y | +1,585.2% | +603.1% | +982.1% | +1,400.0% |
| All | +22,298.4% | +1,178.8% | +21,119.6% | +14,052.0% |
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