-7.5%
ASML vs LNG
+7.1%
-14.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.0% |
| 7D | -9.0% | -15.9% | +6.8% | -11.3% |
| 30D | -21.0% | +2.1% | -23.1% | -19.2% |
| 3M | -16.3% | +4.8% | -21.1% | -13.6% |
| 6M | -7.5% | +6.8% | -14.3% | 0.0% |
| All | -7.5% | +7.1% | -14.6% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling