+89.3%
KLAC vs LNG
+19.2%
+70.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -2.7% | -4.7% | +2.0% | -4.1% |
| 30D | -13.2% | +3.8% | -17.0% | -11.8% |
| 3M | -25.0% | +16.2% | -41.2% | -20.3% |
| 6M | +23.6% | +11.7% | +11.9% | +28.0% |
| YTD | +49.2% | +44.2% | +5.0% | +55.8% |
| 1Y | +89.3% | +18.6% | +70.8% | +84.2% |
| All | +89.3% | +19.2% | +70.2% | +84.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling