+2,896.3%
KLAC vs LNG
+562.2%
+2,334.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.7% | -4.7% | +2.0% | -1.4% |
| 30D | -13.2% | +3.8% | -17.0% | -14.4% |
| 3M | -25.0% | +16.2% | -41.2% | -29.0% |
| 6M | +23.6% | +11.7% | +11.9% | +17.1% |
| YTD | +49.2% | +44.2% | +5.0% | +29.1% |
| 1Y | +89.3% | +18.6% | +70.8% | +74.8% |
| 3Y | +274.4% | +77.4% | +197.0% | +197.0% |
| 5Y | +440.9% | +232.3% | +208.7% | +230.7% |
| All | +2,896.3% | +562.2% | +2,334.1% | +1,338.0% |
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