+264.6%
AMD vs LNG
+211.7%
+52.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.5% | -8.7% |
| 7D | +18.9% | +11.3% | +7.6% | +15.7% |
| 30D | -6.4% | +10.6% | -17.1% | -9.0% |
| 3M | +10.6% | +16.1% | -5.6% | +5.9% |
| 6M | +19.9% | +29.6% | -9.7% | +10.7% |
| YTD | +149.4% | +60.3% | +89.0% | +108.4% |
| 1Y | +115.4% | +46.1% | +69.3% | +86.4% |
| 3Y | +357.3% | +85.9% | +271.3% | +257.6% |
| All | +264.6% | +211.7% | +52.9% | +114.5% |
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