+105.4%
AMT vs LNG
+543.8%
-438.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +1.5% | -6.7% | +8.2% | +2.4% |
| 30D | +3.7% | +3.9% | -0.1% | +3.1% |
| 3M | -7.2% | +15.5% | -22.7% | -9.1% |
| 6M | -4.2% | +10.5% | -14.7% | -5.9% |
| YTD | +1.9% | +43.0% | -41.1% | -3.4% |
| 1Y | -6.4% | +18.9% | -25.2% | -9.1% |
| 3Y | +7.7% | +74.7% | -66.9% | -2.0% |
| 5Y | -30.9% | +231.2% | -262.1% | -43.5% |
| 10Y | +105.4% | +544.5% | -439.1% | +48.7% |
| All | +105.4% | +543.8% | -438.4% | +48.7% |
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