+4,331.2%
INTC vs LNG
+1,108.8%
+3,222.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -5.5% | +14.5% | +9.3% |
| 7D | +17.4% | -6.2% | +23.6% | +17.7% |
| 30D | +2.8% | +8.0% | -5.2% | +2.4% |
| 3M | -5.3% | +16.9% | -22.2% | -6.0% |
| 6M | +140.6% | +8.7% | +131.9% | +139.1% |
| YTD | +183.1% | +43.0% | +140.1% | +178.0% |
| 1Y | +326.8% | +19.4% | +307.3% | +322.2% |
| 3Y | +179.4% | +74.7% | +104.7% | +171.7% |
| 5Y | +111.7% | +222.4% | -110.7% | +100.4% |
| 10Y | +253.8% | +532.2% | -278.4% | +224.7% |
| All | +4,331.2% | +1,108.8% | +3,222.4% | +3,137.2% |
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 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