+236.1%
ALNY vs LNG
+562.2%
-326.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -4.7% | -1.9% | -5.6% |
| 30D | +11.0% | +3.8% | +7.2% | +10.1% |
| 3M | -14.1% | +16.2% | -30.2% | -17.2% |
| 6M | -22.4% | +11.7% | -34.1% | -25.1% |
| YTD | -37.5% | +44.2% | -81.7% | -43.3% |
| 1Y | -46.9% | +18.6% | -65.5% | -49.6% |
| 3Y | +22.1% | +77.4% | -55.3% | +3.4% |
| 5Y | +31.2% | +232.3% | -201.1% | -7.0% |
| All | +236.1% | +562.2% | -326.1% | +105.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling