+1,559.3%
ASML vs LNG
+813.5%
+745.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.9% |
| 7D | +10.4% | +10.9% | -0.6% | +7.2% |
| 30D | -12.7% | +8.1% | -20.8% | -14.8% |
| 3M | -17.2% | +15.7% | -32.9% | -20.9% |
| 6M | -1.3% | +27.2% | -28.5% | -8.8% |
| YTD | +40.8% | +60.7% | -19.9% | +18.7% |
| 1Y | +45.2% | +46.3% | -1.1% | +26.1% |
| 3Y | +131.8% | +85.6% | +46.2% | +82.6% |
| 5Y | +84.0% | +211.6% | -127.6% | +17.9% |
| All | +1,559.3% | +813.5% | +745.8% | +690.9% |
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