+6,370.3%
AMD vs LNG
+689.4%
+5,680.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +11.2% |
| 7D | -11.0% | -15.9% | +4.8% | -5.8% |
| 30D | -30.5% | +2.1% | -32.6% | -31.2% |
| 3M | -8.2% | +4.8% | -13.0% | -10.2% |
| 6M | +6.6% | +6.8% | -0.2% | +2.8% |
| YTD | +109.7% | +44.0% | +65.7% | +78.3% |
| 1Y | +88.9% | +34.9% | +54.0% | +64.7% |
| 3Y | +301.8% | +67.3% | +234.5% | +217.8% |
| 5Y | +229.4% | +170.1% | +59.2% | +111.1% |
| All | +6,370.3% | +689.4% | +5,680.9% | +2,947.7% |
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