+550.0%
LNG vs AME
+445.1%
+104.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -1.3% |
| 7D | -4.7% | +1.7% | -6.4% | -5.5% |
| 30D | +3.8% | -6.4% | +10.3% | +6.9% |
| 3M | +16.2% | +7.1% | +9.1% | +11.6% |
| 6M | +11.7% | +8.2% | +3.5% | +5.9% |
| YTD | +44.2% | +18.2% | +26.0% | +30.4% |
| 1Y | +18.6% | +26.7% | -8.2% | +2.9% |
| 3Y | +77.4% | +60.7% | +16.7% | +32.5% |
| 5Y | +232.3% | +91.6% | +140.7% | +120.0% |
| All | +550.0% | +445.1% | +104.9% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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