+428.4%
AXP vs LNG
+724.9%
-296.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.3% |
| 7D | -0.6% | -5.5% | +4.8% | +1.2% |
| 30D | +5.0% | +5.7% | -0.8% | +2.2% |
| 3M | -4.2% | +10.7% | -15.0% | -8.5% |
| 6M | +2.9% | +23.1% | -20.1% | -6.1% |
| YTD | -11.6% | +52.4% | -64.0% | -26.8% |
| 1Y | -11.1% | +40.0% | -51.1% | -24.0% |
| 3Y | +116.7% | +76.0% | +40.7% | +66.0% |
| 5Y | +89.6% | +194.7% | -105.1% | +10.6% |
| 10Y | +428.4% | +726.7% | -298.3% | +95.1% |
| All | +428.4% | +724.9% | -296.5% | +95.1% |
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