+267.2%
ALAB vs LNG
+97.5%
+169.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | +26.9% | +10.9% | +16.0% | +23.7% |
| 30D | -30.0% | +8.1% | -38.1% | -31.1% |
| 3M | -28.5% | +15.7% | -44.2% | -30.6% |
| 6M | +11.4% | +27.2% | -15.8% | +5.5% |
| YTD | +36.9% | +60.7% | -23.8% | +16.3% |
| 1Y | +44.4% | +46.3% | -1.9% | +27.3% |
| All | +267.2% | +97.5% | +169.7% | +216.6% |
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 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