+80.4%
IBM vs LNG
+86.1%
-5.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.7% |
| 7D | -0.3% | +10.9% | -11.3% | -1.8% |
| 30D | +6.8% | +8.1% | -1.4% | +5.4% |
| 3M | +4.4% | +15.7% | -11.3% | +1.9% |
| 6M | +13.2% | +27.2% | -14.0% | +8.4% |
| YTD | -15.1% | +60.7% | -75.8% | -23.6% |
| 1Y | -20.2% | +46.3% | -66.5% | -26.6% |
| All | +80.4% | +86.1% | -5.7% | +67.1% |
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 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