+1,670.8%
ASML vs LNG
+582.0%
+1,088.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +1.1% | +3.4% | -2.3% | +0.1% |
| 30D | +2.2% | +14.9% | -12.7% | -2.0% |
| 3M | -2.3% | +21.4% | -23.7% | -8.1% |
| 6M | +23.0% | +17.8% | +5.2% | +15.2% |
| YTD | +61.1% | +51.3% | +9.8% | +38.7% |
| 1Y | +129.1% | +24.4% | +104.7% | +109.8% |
| 3Y | +165.4% | +79.7% | +85.7% | +111.2% |
| 5Y | +109.5% | +241.3% | -131.9% | +29.9% |
| All | +1,670.8% | +582.0% | +1,088.8% | +767.1% |
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