+65.2%
ALAB vs LNG
+23.0%
+42.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.4% | +9.8% |
| 7D | +7.2% | +3.4% | +3.8% | +7.9% |
| 30D | -2.5% | +14.9% | -17.4% | +0.2% |
| 3M | -13.3% | +21.4% | -34.7% | -9.1% |
| 6M | +172.8% | +17.8% | +155.0% | +180.4% |
| YTD | +86.6% | +51.3% | +35.3% | +91.5% |
| 1Y | +65.2% | +24.4% | +40.7% | +58.0% |
| All | +65.2% | +23.0% | +42.1% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling