+97.5%
REGN vs LNG
+562.2%
-464.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.6% | -4.7% | -0.9% | -5.2% |
| 30D | -2.0% | +3.8% | -5.8% | -2.2% |
| 3M | +28.0% | +16.2% | +11.8% | +26.4% |
| 6M | +1.2% | +11.7% | -10.5% | 0.0% |
| YTD | +1.6% | +44.2% | -42.6% | -1.8% |
| 1Y | +38.2% | +18.6% | +19.7% | +35.8% |
| 3Y | -5.4% | +77.4% | -82.8% | -11.4% |
| 5Y | +21.3% | +232.3% | -211.0% | +5.4% |
| All | +97.5% | +562.2% | -464.7% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling