+1,255.2%
LNG vs AME
+17,448.3%
-16,193.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.5% |
| 7D | +11.3% | +5.9% | +5.5% | +8.3% |
| 30D | +10.6% | -1.9% | +12.6% | +11.4% |
| 3M | +16.1% | -5.4% | +21.5% | +18.7% |
| 6M | +29.6% | +4.9% | +24.6% | +25.0% |
| YTD | +60.3% | +18.5% | +41.9% | +44.3% |
| 1Y | +46.1% | +25.5% | +20.6% | +27.5% |
| 3Y | +85.9% | +63.0% | +22.9% | +39.2% |
| 5Y | +210.8% | +78.3% | +132.5% | +118.9% |
| 10Y | +808.8% | +447.1% | +361.7% | +255.1% |
| All | +1,255.2% | +17,448.3% | -16,193.1% | +361.1% |
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