-19.1%
ASML vs LNG
+8.2%
-27.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.1% | -9.1% |
| 7D | -19.0% | -12.3% | -6.7% | -19.1% |
| 30D | -25.9% | +1.6% | -27.5% | -23.7% |
| 3M | -19.1% | +10.0% | -29.0% | -14.0% |
| All | -19.1% | +8.2% | -27.2% | -14.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling