+89.6%
AXP vs LNG
+164.0%
-74.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.6% | -15.9% | +16.4% | +4.3% |
| 30D | +5.8% | +2.1% | +3.7% | +4.8% |
| 3M | -6.0% | +4.8% | -10.8% | -7.7% |
| 6M | +0.3% | +6.8% | -6.5% | -2.3% |
| YTD | -12.3% | +44.0% | -56.3% | -22.3% |
| 1Y | -11.2% | +34.9% | -46.2% | -20.0% |
| 3Y | +117.0% | +67.3% | +49.7% | +82.7% |
| All | +89.6% | +164.0% | -74.4% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling