+1,108.8%
LNG vs AME
+17,107.9%
-15,999.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.2% | +2.8% | -8.9% | -7.4% |
| 30D | +8.0% | -6.3% | +14.3% | +11.3% |
| 3M | +16.9% | +5.4% | +11.5% | +13.0% |
| 6M | +8.7% | +7.4% | +1.2% | +3.1% |
| YTD | +43.0% | +16.2% | +26.8% | +30.3% |
| 1Y | +19.4% | +26.8% | -7.4% | +3.6% |
| 3Y | +74.7% | +57.5% | +17.2% | +33.3% |
| 5Y | +222.4% | +84.8% | +137.6% | +123.1% |
| 10Y | +532.2% | +424.3% | +107.9% | +152.9% |
| All | +1,108.8% | +17,107.9% | -15,999.1% | +316.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling