+97,349.8%
ASML vs LNG
+3,310.2%
+94,039.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +1.1% | +3.4% | -2.3% | +0.9% |
| 30D | +2.2% | +14.9% | -12.7% | +1.2% |
| 3M | -2.3% | +21.4% | -23.7% | -3.6% |
| 6M | +23.0% | +17.8% | +5.2% | +21.2% |
| YTD | +61.1% | +51.3% | +9.8% | +56.1% |
| 1Y | +129.1% | +24.4% | +104.7% | +124.9% |
| 3Y | +165.4% | +79.7% | +85.7% | +153.6% |
| 5Y | +109.5% | +241.3% | -131.9% | +91.6% |
| 10Y | +1,645.7% | +603.1% | +1,042.6% | +1,417.6% |
| All | +97,349.8% | +3,310.2% | +94,039.6% | +62,242.5% |
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