+86.1%
AXP vs LNG
+211.7%
-125.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.1% | +11.3% | -11.5% | -2.5% |
| 30D | +4.4% | +10.6% | -6.2% | +1.6% |
| 3M | -6.4% | +16.1% | -22.5% | -10.1% |
| 6M | +4.2% | +29.6% | -25.4% | -3.1% |
| YTD | -12.4% | +60.3% | -72.7% | -24.3% |
| 1Y | -11.1% | +46.1% | -57.2% | -21.1% |
| 3Y | +114.9% | +85.9% | +28.9% | +76.6% |
| All | +86.1% | +211.7% | -125.5% | +18.9% |
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 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