-27.8%
AAL vs LNG
+661.6%
-689.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -3.7% | +3.4% | -7.2% | -4.4% |
| 30D | -20.8% | +14.9% | -35.7% | -23.2% |
| 3M | -1.3% | +21.4% | -22.7% | -5.8% |
| 6M | +5.4% | +17.8% | -12.4% | +0.3% |
| YTD | -14.4% | +51.3% | -65.6% | -22.9% |
| 1Y | +2.1% | +24.4% | -22.3% | -4.3% |
| 3Y | -10.6% | +79.7% | -90.2% | -23.3% |
| 5Y | -32.2% | +241.3% | -273.5% | -50.1% |
| 10Y | -62.7% | +603.1% | -665.8% | -76.3% |
| All | -27.8% | +661.6% | -689.4% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling