+433.3%
KLAC vs LNG
+228.1%
+205.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.7% | -4.7% | +2.0% | -1.8% |
| 30D | -13.2% | +3.8% | -17.0% | -14.0% |
| 3M | -25.0% | +16.2% | -41.2% | -27.9% |
| 6M | +23.6% | +11.7% | +11.9% | +18.6% |
| YTD | +49.2% | +44.2% | +5.0% | +32.3% |
| 1Y | +89.3% | +18.6% | +70.8% | +77.8% |
| 3Y | +274.4% | +77.4% | +197.0% | +210.8% |
| All | +433.3% | +228.1% | +205.2% | +272.0% |
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 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