+150.1%
IBM vs LNG
+211.7%
-61.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +1.6% | +11.3% | -9.8% | +0.1% |
| 30D | +9.2% | +10.6% | -1.4% | +7.6% |
| 3M | +4.9% | +16.1% | -11.2% | +2.7% |
| 6M | +16.8% | +29.6% | -12.8% | +12.3% |
| YTD | -14.3% | +60.3% | -74.6% | -20.7% |
| 1Y | -16.7% | +46.1% | -62.8% | -21.9% |
| 3Y | +82.2% | +85.9% | -3.7% | +66.1% |
| All | +150.1% | +211.7% | -61.5% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling