+361.6%
LRCX vs LNG
+74.6%
+287.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.1% | -4.7% | +1.6% | -2.8% |
| 30D | -8.6% | +3.8% | -12.4% | -8.9% |
| 3M | -17.7% | +16.2% | -33.8% | -18.9% |
| 6M | +36.4% | +11.7% | +24.7% | +33.0% |
| YTD | +74.5% | +44.2% | +30.3% | +57.4% |
| 1Y | +159.4% | +18.6% | +140.9% | +149.4% |
| 3Y | +361.6% | +77.4% | +284.2% | +313.9% |
| All | +361.6% | +74.6% | +287.0% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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