+22.1%
ALNY vs LNG
+74.6%
-52.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -6.5% | -4.7% | -1.9% | -6.2% |
| 30D | +11.0% | +3.8% | +7.2% | +10.8% |
| 3M | -14.1% | +16.2% | -30.2% | -15.2% |
| 6M | -22.4% | +11.7% | -34.1% | -23.7% |
| YTD | -37.5% | +44.2% | -81.7% | -41.0% |
| 1Y | -46.9% | +18.6% | -65.5% | -48.5% |
| 3Y | +22.1% | +77.4% | -55.3% | +20.5% |
| All | +22.1% | +74.6% | -52.5% | +20.5% |
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