+33.9%
ALNY vs LNG
+228.1%
-194.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -4.7% | -1.9% | -5.8% |
| 30D | +11.0% | +3.8% | +7.2% | +10.3% |
| 3M | -14.1% | +16.2% | -30.2% | -16.7% |
| 6M | -22.4% | +11.7% | -34.1% | -24.7% |
| YTD | -37.5% | +44.2% | -81.7% | -42.8% |
| 1Y | -46.9% | +18.6% | -65.5% | -49.3% |
| 3Y | +22.1% | +77.4% | -55.3% | +5.0% |
| All | +33.9% | +228.1% | -194.3% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling