+1,108.8%
LNG vs AA
+274.7%
+834.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.5% | -9.0% | -6.6% |
| 7D | -6.2% | +1.7% | -7.8% | -6.7% |
| 30D | +8.0% | +3.3% | +4.7% | +6.3% |
| 3M | +16.9% | -29.4% | +46.3% | +28.2% |
| 6M | +8.7% | -12.8% | +21.5% | +9.1% |
| YTD | +43.0% | -2.1% | +45.1% | +36.7% |
| 1Y | +19.4% | +62.8% | -43.3% | -5.3% |
| 3Y | +74.7% | +90.5% | -15.8% | +19.5% |
| 5Y | +222.4% | +19.1% | +203.4% | +130.5% |
| 10Y | +532.2% | +124.8% | +407.4% | +178.7% |
| All | +1,108.8% | +274.7% | +834.2% | +271.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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