+24.5%
ALAB vs LNG
+42.0%
-17.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.2% | +1.7% | -4.9% |
| 7D | -24.9% | -1.9% | -22.9% | -24.4% |
| 30D | -38.4% | +6.2% | -44.6% | -37.3% |
| 3M | -38.3% | +13.7% | -52.0% | -36.1% |
| 6M | +10.9% | +7.5% | +3.4% | +17.8% |
| YTD | +34.2% | +51.3% | -17.1% | +35.4% |
| 1Y | +24.5% | +42.6% | -18.1% | +19.3% |
| All | +24.5% | +42.0% | -17.5% | +19.3% |
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