+1,747.1%
NXPI vs LNG
+9,930.0%
-8,182.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +1.9% | +3.4% | -1.5% | +1.1% |
| 30D | -1.4% | +14.9% | -16.3% | -4.8% |
| 3M | -29.1% | +21.4% | -50.4% | -32.6% |
| 6M | +6.2% | +17.8% | -11.6% | +1.1% |
| YTD | +5.9% | +51.3% | -45.4% | -5.3% |
| 1Y | +2.9% | +24.4% | -21.6% | -3.6% |
| 3Y | +14.5% | +79.7% | -65.2% | -3.0% |
| 5Y | +17.1% | +241.3% | -224.3% | -16.6% |
| 10Y | +193.4% | +603.1% | -409.8% | +72.5% |
| All | +1,747.1% | +9,930.0% | -8,182.9% | +646.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling