+114.9%
AXP vs LNG
+85.6%
+29.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.1% | +11.3% | -11.5% | -1.9% |
| 30D | +4.4% | +10.6% | -6.2% | +2.2% |
| 3M | -6.4% | +16.1% | -22.5% | -9.4% |
| 6M | +4.2% | +29.6% | -25.4% | -2.1% |
| YTD | -12.4% | +60.3% | -72.7% | -24.5% |
| 1Y | -11.1% | +46.1% | -57.2% | -21.0% |
| 3Y | +114.9% | +85.9% | +28.9% | +77.4% |
| All | +114.9% | +85.6% | +29.2% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling