+796.3%
LNG vs AMC
-98.7%
+895.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +4.9% | +3.8% |
| 7D | +4.5% | -2.8% | +7.4% | +4.6% |
| 30D | +8.0% | +14.0% | -6.0% | +7.7% |
| 3M | +15.0% | +42.5% | -27.5% | +14.1% |
| 6M | +27.1% | +142.6% | -115.5% | +24.2% |
| YTD | +58.1% | +119.2% | -61.1% | +54.5% |
| 1Y | +45.0% | +40.7% | +4.2% | +43.0% |
| 3Y | +82.6% | -57.3% | +139.9% | +82.3% |
| 5Y | +206.8% | -99.1% | +306.0% | +221.6% |
| 10Y | +796.3% | -98.7% | +895.0% | +758.7% |
| All | +796.3% | -98.7% | +895.0% | +758.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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