-8.2%
AAL vs LNG
+73.1%
-81.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -1.3% | -6.7% | +5.4% | -1.4% |
| 30D | -13.7% | +3.9% | -17.6% | -13.7% |
| 3M | -8.2% | +15.5% | -23.7% | -8.5% |
| 6M | +13.1% | +10.5% | +2.6% | +11.8% |
| YTD | -15.6% | +43.0% | -58.6% | -21.6% |
| 1Y | +1.4% | +18.9% | -17.5% | -1.5% |
| All | -8.2% | +73.1% | -81.2% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling