+75.5%
ASML vs LNG
+164.0%
-88.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.1% |
| 7D | -9.0% | -15.9% | +6.8% | -6.0% |
| 30D | -21.0% | +2.1% | -23.1% | -21.3% |
| 3M | -16.3% | +4.8% | -21.1% | -17.3% |
| 6M | -7.5% | +6.8% | -14.3% | -9.3% |
| YTD | +34.0% | +44.0% | -10.0% | +19.1% |
| 1Y | +39.3% | +34.9% | +4.4% | +26.2% |
| 3Y | +128.9% | +67.3% | +61.5% | +91.3% |
| All | +75.5% | +164.0% | -88.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling