-32.2%
AAL vs LNG
+229.3%
-261.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -0.9% | -4.5% | +3.5% | -0.3% |
| 30D | -16.0% | +4.7% | -20.6% | -16.6% |
| 3M | -4.2% | +15.1% | -19.4% | -7.1% |
| 6M | +15.7% | +13.6% | +2.1% | +11.1% |
| YTD | -16.2% | +44.0% | -60.1% | -24.7% |
| 1Y | +0.2% | +18.4% | -18.1% | -5.1% |
| 3Y | -8.1% | +75.9% | -83.9% | -23.5% |
| 5Y | -32.2% | +231.7% | -263.9% | -53.6% |
| All | -32.2% | +229.3% | -261.5% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling