+7,177.9%
AXP vs LNG
+1,150.8%
+6,027.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.9% |
| 7D | -1.1% | -8.4% | +7.2% | -0.6% |
| 30D | +5.2% | +2.7% | +2.6% | +5.0% |
| 3M | -4.6% | +11.7% | -16.3% | -5.3% |
| 6M | +3.2% | +19.5% | -16.3% | +1.9% |
| YTD | -11.3% | +48.0% | -59.3% | -13.6% |
| 1Y | -11.0% | +38.4% | -49.4% | -13.0% |
| 3Y | +120.2% | +71.9% | +48.3% | +112.4% |
| 5Y | +91.7% | +179.9% | -88.1% | +79.3% |
| 10Y | +440.3% | +700.5% | -260.2% | +376.7% |
| All | +7,177.9% | +1,150.8% | +6,027.2% | +4,852.1% |
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