+37,626.0%
KLAC vs LNG
+1,108.4%
+36,517.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.2% | -6.7% | +12.9% | +6.6% |
| 30D | -5.0% | +3.9% | -8.9% | -5.2% |
| 3M | -14.4% | +15.5% | -29.9% | -15.3% |
| 6M | +28.3% | +10.5% | +17.8% | +27.1% |
| YTD | +51.1% | +43.0% | +8.1% | +47.4% |
| 1Y | +100.4% | +18.9% | +81.5% | +97.6% |
| 3Y | +276.3% | +74.7% | +201.7% | +262.4% |
| 5Y | +452.1% | +231.2% | +220.8% | +411.3% |
| 10Y | +2,986.0% | +544.5% | +2,441.5% | +2,642.2% |
| All | +37,626.0% | +1,108.4% | +36,517.6% | +22,591.4% |
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