+7,765.4%
AMD vs LNG
+811.3%
+6,954.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.5% | -8.7% |
| 7D | +18.9% | +11.3% | +7.6% | +15.0% |
| 30D | -6.4% | +10.6% | -17.1% | -9.6% |
| 3M | +10.6% | +16.1% | -5.6% | +4.8% |
| 6M | +19.9% | +29.6% | -9.7% | +8.6% |
| YTD | +149.4% | +60.3% | +89.0% | +104.8% |
| 1Y | +115.4% | +46.1% | +69.3% | +83.2% |
| 3Y | +357.3% | +85.9% | +271.3% | +249.2% |
| 5Y | +261.1% | +210.8% | +50.3% | +119.8% |
| All | +7,765.4% | +811.3% | +6,954.1% | +3,335.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling