-64.8%
AAL vs LNG
+562.2%
-627.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -0.9% | -4.7% | +3.8% | +1.0% |
| 30D | -12.9% | +3.8% | -16.7% | -14.5% |
| 3M | -11.2% | +16.2% | -27.4% | -18.0% |
| 6M | +17.8% | +11.7% | +6.2% | +8.4% |
| YTD | -15.1% | +44.2% | -59.3% | -31.4% |
| 1Y | +0.5% | +18.6% | -18.1% | -11.0% |
| 3Y | -7.7% | +77.4% | -85.1% | -35.9% |
| 5Y | -31.3% | +232.3% | -263.6% | -69.6% |
| All | -64.8% | +562.2% | -627.0% | -89.8% |
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