+91.2%
LNG vs AMIX
-100.0%
+191.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.4% | +10.1% | +1.6% |
| 7D | +10.9% | -10.9% | +21.8% | +10.9% |
| 30D | +8.1% | -55.0% | +63.1% | +8.1% |
| 3M | +15.7% | -82.0% | +97.7% | +15.8% |
| 6M | +27.2% | -80.4% | +107.7% | +27.1% |
| YTD | +60.7% | -88.3% | +149.0% | +61.0% |
| 1Y | +46.3% | -92.4% | +138.7% | +46.8% |
| All | +91.2% | -100.0% | +191.2% | +96.7% |
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