+49.0%
REGN vs LNG
+42.0%
+7.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.2% | +1.8% | -4.7% |
| 7D | +14.4% | -1.9% | +16.4% | +14.7% |
| 30D | +28.1% | +6.2% | +21.9% | +29.7% |
| 3M | +22.5% | +13.7% | +8.7% | +25.5% |
| 6M | +31.6% | +7.5% | +24.1% | +32.8% |
| YTD | +21.0% | +51.3% | -30.3% | +32.1% |
| 1Y | +49.0% | +42.6% | +6.3% | +60.7% |
| All | +49.0% | +42.0% | +7.0% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling