+65.7%
AMGN vs LNG
+42.0%
+23.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.2% | +9.9% | +3.4% |
| 7D | +5.9% | -1.9% | +7.8% | +5.8% |
| 30D | +18.7% | +6.2% | +12.5% | +19.0% |
| 3M | +23.4% | +13.7% | +9.7% | +25.1% |
| 6M | +49.7% | +7.5% | +42.2% | +50.4% |
| YTD | +49.2% | +51.3% | -2.1% | +47.5% |
| 1Y | +65.7% | +42.6% | +23.1% | +67.4% |
| All | +65.7% | +42.0% | +23.8% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling