+67.3%
LNG vs AMBA
+16.7%
+50.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -0.8% |
| 7D | -15.9% | -7.2% | -8.6% | -15.7% |
| 30D | +2.1% | -10.4% | +12.5% | +2.4% |
| 3M | +4.8% | -30.1% | +34.9% | +5.8% |
| 6M | +6.8% | -22.4% | +29.2% | +6.9% |
| YTD | +44.0% | -17.3% | +61.4% | +43.3% |
| 1Y | +34.9% | -35.4% | +70.3% | +36.2% |
| 3Y | +67.3% | +18.6% | +48.7% | +53.8% |
| All | +67.3% | +16.7% | +50.6% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling