+85.9%
LNG vs AME
+64.2%
+21.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | +11.3% | +5.9% | +5.5% | +10.3% |
| 30D | +10.6% | -1.9% | +12.6% | +10.9% |
| 3M | +16.1% | -5.4% | +21.5% | +16.9% |
| 6M | +29.6% | +4.9% | +24.6% | +27.9% |
| YTD | +60.3% | +18.5% | +41.9% | +52.9% |
| 1Y | +46.1% | +25.5% | +20.6% | +36.9% |
| 3Y | +85.9% | +63.0% | +22.9% | +59.9% |
| All | +85.9% | +64.2% | +21.7% | +59.9% |
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