+80,969.6%
ASML vs LNG
+3,146.1%
+77,823.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.1% |
| 7D | -9.0% | -15.9% | +6.8% | -8.0% |
| 30D | -21.0% | +2.1% | -23.1% | -21.1% |
| 3M | -16.3% | +4.8% | -21.1% | -16.6% |
| 6M | -7.5% | +6.8% | -14.3% | -8.1% |
| YTD | +34.0% | +44.0% | -10.0% | +30.2% |
| 1Y | +39.3% | +34.9% | +4.4% | +35.9% |
| 3Y | +128.9% | +67.3% | +61.5% | +119.7% |
| 5Y | +76.1% | +170.1% | -94.0% | +63.4% |
| 10Y | +1,428.4% | +693.0% | +735.4% | +1,219.7% |
| All | +80,969.6% | +3,146.1% | +77,823.5% | +51,896.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling