+3,947.3%
IBM vs LNG
+1,258.4%
+2,688.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.5% |
| 7D | -0.3% | +10.9% | -11.3% | -0.6% |
| 30D | +6.8% | +8.1% | -1.4% | +6.5% |
| 3M | +4.4% | +15.7% | -11.3% | +3.9% |
| 6M | +13.2% | +27.2% | -14.0% | +12.2% |
| YTD | -15.1% | +60.7% | -75.8% | -16.5% |
| 1Y | -20.2% | +46.3% | -66.5% | -21.3% |
| 3Y | +79.3% | +85.6% | -6.3% | +75.4% |
| 5Y | +147.5% | +211.6% | -64.1% | +137.6% |
| 10Y | +140.2% | +810.9% | -670.8% | +122.7% |
| All | +3,947.3% | +1,258.4% | +2,688.9% | +3,068.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling