+7,196.9%
AXP vs LNG
+1,178.8%
+6,018.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -2.1% | +3.4% | -5.5% | -2.3% |
| 30D | -6.5% | +14.9% | -21.4% | -7.3% |
| 3M | +4.6% | +21.4% | -16.7% | +3.4% |
| 6M | +5.4% | +17.8% | -12.4% | +4.2% |
| YTD | -11.1% | +51.3% | -62.4% | -13.4% |
| 1Y | -0.3% | +24.4% | -24.7% | -1.8% |
| 3Y | +111.6% | +79.7% | +31.9% | +103.7% |
| 5Y | +117.6% | +241.3% | -123.7% | +101.4% |
| 10Y | +474.1% | +603.1% | -129.0% | +409.9% |
| All | +7,196.9% | +1,178.8% | +6,018.0% | +4,863.2% |
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