+4,304.4%
AZN vs LNG
+1,116.8%
+3,187.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | -3.1% | -4.5% | +1.4% | -3.0% |
| 30D | +0.6% | +4.7% | -4.1% | +0.4% |
| 3M | -10.8% | +15.1% | -25.9% | -11.1% |
| 6M | -18.1% | +13.6% | -31.7% | -18.4% |
| YTD | -12.3% | +44.0% | -56.2% | -13.1% |
| 1Y | -0.2% | +18.4% | -18.6% | -0.7% |
| 3Y | +23.4% | +75.9% | -52.5% | +21.5% |
| 5Y | +56.4% | +231.7% | -175.3% | +51.4% |
| 10Y | +225.7% | +549.0% | -323.3% | +209.1% |
| All | +4,304.4% | +1,116.8% | +3,187.6% | +3,787.8% |
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