+77.1%
LNG vs AME
+54.6%
+22.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | +4.7% | -8.6% | +13.3% | +6.0% |
| 3M | +15.1% | +5.8% | +9.4% | +13.5% |
| 6M | +13.6% | +3.8% | +9.7% | +12.2% |
| YTD | +44.0% | +14.4% | +29.5% | +38.3% |
| 1Y | +18.4% | +25.8% | -7.4% | +10.4% |
| All | +77.1% | +54.6% | +22.5% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling