+365.7%
ALAB vs LNG
+75.8%
+289.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.5% | -1.5% | -5.8% |
| 7D | +3.2% | -6.2% | +9.4% | +4.6% |
| 30D | -13.6% | +8.0% | -21.6% | -14.9% |
| 3M | -16.6% | +16.9% | -33.5% | -19.6% |
| 6M | +142.3% | +8.7% | +133.7% | +135.4% |
| YTD | +73.6% | +43.0% | +30.6% | +51.0% |
| 1Y | +33.7% | +19.4% | +14.2% | +25.1% |
| All | +365.7% | +75.8% | +289.9% | +311.2% |
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