+2,770.9%
AVGO vs LNG
+562.2%
+2,208.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +1.1% | -4.7% | +5.8% | +2.4% |
| 30D | -13.0% | +3.8% | -16.8% | -14.1% |
| 3M | -6.0% | +16.2% | -22.1% | -10.6% |
| 6M | +6.4% | +11.7% | -5.3% | +1.3% |
| YTD | +5.0% | +44.2% | -39.2% | -8.2% |
| 1Y | +1.4% | +18.6% | -17.2% | -5.7% |
| 3Y | +336.8% | +77.4% | +259.4% | +252.9% |
| 5Y | +698.2% | +232.3% | +465.9% | +392.9% |
| All | +2,770.9% | +562.2% | +2,208.7% | +1,213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling