+57.7%
AMGN vs LNG
+74.6%
-16.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -13.7% | -4.7% | -9.0% | -13.4% |
| 30D | -8.8% | +3.8% | -12.6% | -8.8% |
| 3M | +7.2% | +16.2% | -9.0% | +6.5% |
| 6M | +1.3% | +11.7% | -10.4% | +0.4% |
| YTD | +17.6% | +44.2% | -26.6% | +13.5% |
| 1Y | +37.2% | +18.6% | +18.6% | +35.0% |
| 3Y | +57.7% | +77.4% | -19.7% | +45.4% |
| All | +57.7% | +74.6% | -16.8% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling