-68.6%
AAL vs LNG
+811.3%
-879.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -0.1% | +11.3% | -11.4% | -4.4% |
| 30D | +11.7% | +10.6% | +1.1% | +6.1% |
| 3M | -12.5% | +16.1% | -28.7% | -18.9% |
| 6M | +3.6% | +29.6% | -25.9% | -10.0% |
| YTD | -14.1% | +60.3% | -74.4% | -34.4% |
| 1Y | +0.8% | +46.1% | -45.3% | -19.7% |
| 3Y | +11.8% | +85.9% | -74.1% | -24.1% |
| 5Y | -35.1% | +210.8% | -245.9% | -69.9% |
| All | -68.6% | +811.3% | -879.9% | -91.5% |
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