+645.3%
LNG vs AMC
-98.1%
+743.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.3% |
| 7D | +3.4% | +2.3% | +1.1% | +3.4% |
| 30D | +14.9% | -0.7% | +15.6% | +14.8% |
| 3M | +21.4% | +35.2% | -13.8% | +20.0% |
| 6M | +17.8% | +124.6% | -106.8% | +14.6% |
| YTD | +51.3% | +69.9% | -18.6% | +48.1% |
| 1Y | +24.4% | -2.6% | +27.0% | +23.5% |
| 3Y | +79.7% | -79.8% | +159.4% | +82.1% |
| 5Y | +241.3% | -99.4% | +340.7% | +265.4% |
| 10Y | +603.1% | -98.9% | +702.0% | +636.3% |
| All | +645.3% | -98.1% | +743.4% | +518.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling