+77,094.7%
ASML vs LNG
+3,165.0%
+73,929.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.1% | -9.1% |
| 7D | -19.0% | -12.3% | -6.7% | -18.3% |
| 30D | -25.9% | +1.6% | -27.5% | -26.0% |
| 3M | -19.1% | +10.0% | -29.0% | -19.6% |
| 6M | -5.7% | +4.2% | -9.9% | -6.2% |
| YTD | +27.6% | +44.8% | -17.3% | +23.9% |
| 1Y | +30.8% | +37.3% | -6.5% | +27.5% |
| 3Y | +116.2% | +65.8% | +50.4% | +107.7% |
| 5Y | +67.7% | +171.7% | -104.0% | +55.6% |
| 10Y | +1,355.3% | +697.6% | +657.7% | +1,156.2% |
| All | +77,094.7% | +3,165.0% | +73,929.7% | +49,392.9% |
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