+3,435.9%
ALNY vs LNG
+3,806.8%
-371.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -6.4% | -4.5% | -2.0% | -5.8% |
| 30D | +11.9% | +4.7% | +7.2% | +11.1% |
| 3M | -15.0% | +15.1% | -30.2% | -16.9% |
| 6M | -23.2% | +13.6% | -36.8% | -25.1% |
| YTD | -37.8% | +44.0% | -81.7% | -41.4% |
| 1Y | -47.3% | +18.4% | -65.6% | -48.9% |
| 3Y | +22.9% | +75.9% | -53.0% | +11.4% |
| 5Y | +30.6% | +231.7% | -201.1% | +7.0% |
| 10Y | +254.6% | +549.0% | -294.3% | +158.1% |
| All | +3,435.9% | +3,806.8% | -371.0% | +1,973.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling