+337.5%
AMD vs LNG
+252.8%
+84.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.6% |
| 7D | +2.6% | +3.4% | -0.8% | +1.6% |
| 30D | -0.9% | +14.9% | -15.8% | -4.7% |
| 3M | -8.7% | +21.4% | -30.1% | -13.8% |
| 6M | +136.3% | +17.8% | +118.5% | +121.4% |
| YTD | +123.0% | +51.3% | +71.7% | +90.0% |
| 1Y | +195.2% | +24.4% | +170.7% | +170.2% |
| 3Y | +336.3% | +79.7% | +256.7% | +244.3% |
| All | +337.5% | +252.8% | +84.8% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling