+77.4%
IBM vs LNG
+73.1%
+4.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +3.6% | -6.7% | +10.3% | +4.5% |
| 30D | +1.5% | +3.9% | -2.3% | +0.9% |
| 3M | -12.9% | +15.5% | -28.4% | -15.2% |
| 6M | -3.9% | +10.5% | -14.4% | -6.3% |
| YTD | -17.3% | +43.0% | -60.3% | -23.8% |
| 1Y | -5.0% | +18.9% | -23.9% | -8.9% |
| All | +77.4% | +73.1% | +4.3% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling