+1,756.5%
LNG vs AMCR
+96.6%
+1,659.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.5% | -5.0% | +0.5% | -3.4% |
| 30D | +4.7% | -8.0% | +12.7% | +6.5% |
| 3M | +15.1% | +14.3% | +0.9% | +11.2% |
| 6M | +13.6% | +5.3% | +8.2% | +10.9% |
| YTD | +44.0% | +7.7% | +36.2% | +39.2% |
| 1Y | +18.4% | +10.8% | +7.5% | +13.4% |
| 3Y | +75.9% | +9.6% | +66.3% | +66.8% |
| 5Y | +231.7% | -10.2% | +241.9% | +229.8% |
| 10Y | +549.0% | +16.5% | +532.5% | +479.3% |
| All | +1,756.5% | +96.6% | +1,659.9% | +1,510.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling