+102.3%
INTC vs LNG
+229.3%
-127.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.7% |
| 7D | +9.4% | -4.5% | +13.9% | +10.0% |
| 30D | +2.7% | +4.7% | -2.0% | +1.8% |
| 3M | -6.3% | +15.1% | -21.4% | -8.7% |
| 6M | +114.5% | +13.6% | +100.9% | +106.7% |
| YTD | +171.9% | +44.0% | +127.9% | +146.6% |
| 1Y | +305.0% | +18.4% | +286.6% | +285.2% |
| 3Y | +168.3% | +75.9% | +92.5% | +127.4% |
| 5Y | +102.3% | +231.7% | -129.4% | +41.4% |
| All | +102.3% | +229.3% | -127.0% | +41.4% |
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