+609.4%
LNG vs AMC
-97.7%
+707.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -15.9% | +2.6% | -18.5% | -15.9% |
| 30D | +2.1% | +9.0% | -6.9% | +1.9% |
| 3M | +4.8% | +22.2% | -17.4% | +4.2% |
| 6M | +6.8% | +91.5% | -84.7% | +4.5% |
| YTD | +44.0% | +101.3% | -57.3% | +40.3% |
| 1Y | +34.9% | +20.8% | +14.2% | +33.1% |
| 3Y | +67.3% | -71.3% | +138.6% | +68.5% |
| 5Y | +170.1% | -99.2% | +269.4% | +187.5% |
| 10Y | +693.0% | -98.7% | +791.7% | +736.0% |
| All | +609.4% | -97.7% | +707.2% | +486.1% |
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