+222.1%
LNG vs AMCR
-12.3%
+234.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -4.7% | -6.3% | +1.6% | -3.7% |
| 30D | +3.8% | -7.8% | +11.6% | +5.1% |
| 3M | +16.2% | +7.5% | +8.6% | +14.1% |
| 6M | +11.7% | +2.7% | +9.0% | +10.4% |
| YTD | +44.2% | +6.0% | +38.2% | +40.5% |
| 1Y | +18.6% | +7.8% | +10.8% | +14.8% |
| 3Y | +77.4% | +5.8% | +71.6% | +69.4% |
| All | +222.1% | -12.3% | +234.4% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling