+92.7%
ASML vs LNG
+203.0%
-110.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.0% |
| 7D | +2.5% | +4.5% | -2.0% | +1.7% |
| 30D | -12.2% | +8.0% | -20.3% | -13.6% |
| 3M | -14.6% | +15.0% | -29.6% | -17.1% |
| 6M | -1.7% | +27.1% | -28.8% | -7.0% |
| YTD | +44.3% | +58.1% | -13.8% | +26.1% |
| 1Y | +51.0% | +45.0% | +6.0% | +35.3% |
| 3Y | +137.6% | +82.6% | +54.9% | +95.7% |
| 5Y | +92.7% | +206.8% | -114.1% | +34.6% |
| All | +92.7% | +203.0% | -110.3% | +34.6% |
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