+195.5%
AMGN vs LNG
+562.2%
-366.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -13.7% | -4.7% | -9.0% | -13.1% |
| 30D | -8.8% | +3.8% | -12.6% | -9.2% |
| 3M | +7.2% | +16.2% | -9.0% | +5.2% |
| 6M | +1.3% | +11.7% | -10.4% | -0.5% |
| YTD | +17.6% | +44.2% | -26.6% | +11.7% |
| 1Y | +37.2% | +18.6% | +18.6% | +33.5% |
| 3Y | +57.7% | +77.4% | -19.7% | +44.1% |
| 5Y | +106.3% | +232.3% | -126.0% | +67.5% |
| All | +195.5% | +562.2% | -366.7% | +106.0% |
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 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