+700.5%
LNG vs AMBA
+12.8%
+687.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.3% | -2.5% | +2.1% |
| 7D | -8.4% | 0.0% | -8.3% | -8.4% |
| 30D | +2.7% | -8.6% | +11.3% | +3.6% |
| 3M | +11.7% | -29.0% | +40.7% | +15.7% |
| 6M | +19.5% | -19.2% | +38.7% | +19.4% |
| YTD | +48.0% | -13.0% | +61.0% | +45.2% |
| 1Y | +38.4% | -31.3% | +69.6% | +39.5% |
| 3Y | +71.9% | +28.1% | +43.7% | +50.3% |
| 5Y | +179.9% | -69.4% | +249.3% | +188.6% |
| 10Y | +700.5% | +7.6% | +692.9% | +474.0% |
| All | +700.5% | +12.8% | +687.7% | +474.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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