+134.5%
IBM vs LNG
+561.0%
-426.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -0.3% | -4.5% | +4.2% | +0.7% |
| 30D | -1.8% | +4.7% | -6.5% | -2.9% |
| 3M | -13.5% | +15.1% | -28.6% | -16.4% |
| 6M | -5.1% | +13.6% | -18.7% | -8.6% |
| YTD | -19.4% | +44.0% | -63.3% | -26.5% |
| 1Y | -6.5% | +18.4% | -24.9% | -11.0% |
| 3Y | +73.8% | +75.9% | -2.0% | +49.5% |
| 5Y | +116.3% | +231.7% | -115.4% | +52.4% |
| All | +134.5% | +561.0% | -426.5% | +36.8% |
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 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