+70.1%
LNG vs AMIX
-99.9%
+170.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.5% |
| 7D | -6.2% | -3.4% | -2.8% | -6.2% |
| 30D | +8.0% | -54.4% | +62.4% | +8.1% |
| 3M | +16.9% | -45.7% | +62.7% | +16.8% |
| 6M | +8.7% | -49.2% | +57.8% | +8.6% |
| YTD | +43.0% | -60.3% | +103.4% | +43.1% |
| 1Y | +19.4% | -81.4% | +100.8% | +20.1% |
| All | +70.1% | -99.9% | +170.0% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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