+267.2%
KLAC vs LNG
+74.3%
+192.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | +2.5% | -4.5% | +6.9% | +2.9% |
| 30D | -11.5% | +4.7% | -16.2% | -12.1% |
| 3M | -16.9% | +15.1% | -32.1% | -18.7% |
| 6M | +22.2% | +13.6% | +8.7% | +18.0% |
| YTD | +46.4% | +44.0% | +2.4% | +30.9% |
| 1Y | +91.0% | +18.4% | +72.6% | +81.7% |
| All | +267.2% | +74.3% | +192.9% | +229.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling