+216.5%
AZN vs LNG
+562.2%
-345.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -1.6% | -4.7% | +3.1% | -1.1% |
| 30D | +1.1% | +3.8% | -2.8% | +0.7% |
| 3M | -12.1% | +16.2% | -28.3% | -13.5% |
| 6M | -17.1% | +11.7% | -28.8% | -18.3% |
| YTD | -12.0% | +44.2% | -56.2% | -15.5% |
| 1Y | -0.2% | +18.6% | -18.8% | -2.3% |
| 3Y | +26.8% | +77.4% | -50.6% | +17.9% |
| 5Y | +56.9% | +232.3% | -175.4% | +34.1% |
| All | +216.5% | +562.2% | -345.7% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling