+7,037.7%
AXP vs LNG
+1,258.4%
+5,779.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.7% |
| 7D | -2.1% | +10.9% | -13.1% | -2.7% |
| 30D | +2.7% | +8.1% | -5.5% | +2.1% |
| 3M | -7.3% | +15.7% | -23.0% | -8.2% |
| 6M | +1.8% | +27.2% | -25.5% | +0.2% |
| YTD | -13.1% | +60.7% | -73.8% | -15.7% |
| 1Y | -13.7% | +46.3% | -60.0% | -15.9% |
| 3Y | +113.1% | +85.6% | +27.5% | +104.6% |
| 5Y | +85.9% | +211.6% | -125.6% | +72.8% |
| 10Y | +416.7% | +810.9% | -394.2% | +352.7% |
| All | +7,037.7% | +1,258.4% | +5,779.2% | +4,733.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling