+120.6%
IBM vs LNG
+222.3%
-101.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 3M | -12.9% | +15.5% | -28.4% | -14.9% |
| 6M | -3.9% | +10.5% | -14.4% | -5.8% |
| YTD | -17.3% | +43.0% | -60.3% | -22.3% |
| 1Y | -5.0% | +18.9% | -23.9% | -8.1% |
| 3Y | +78.2% | +74.7% | +3.6% | +63.8% |
| 5Y | +120.6% | +231.2% | -110.6% | +79.8% |
| All | +120.6% | +222.3% | -101.6% | +79.8% |
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 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