+252.1%
INTC vs LNG
+562.2%
-310.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +7.5% | -4.7% | +12.1% | +8.4% |
| 30D | +2.0% | +3.8% | -1.8% | +0.9% |
| 3M | -12.0% | +16.2% | -28.1% | -15.5% |
| 6M | +114.5% | +11.7% | +102.9% | +105.6% |
| YTD | +179.0% | +44.2% | +134.8% | +149.2% |
| 1Y | +318.3% | +18.6% | +299.7% | +293.2% |
| 3Y | +171.2% | +77.4% | +93.8% | +125.3% |
| 5Y | +107.6% | +232.3% | -124.7% | +41.5% |
| All | +252.1% | +562.2% | -310.1% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling