+1,255.2%
LNG vs AA
+188.5%
+1,066.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.3% |
| 7D | +11.3% | +0.5% | +10.8% | +11.0% |
| 30D | +10.6% | -0.6% | +11.2% | +10.4% |
| 3M | +16.1% | -19.7% | +35.8% | +23.1% |
| 6M | +29.6% | -41.6% | +71.1% | +48.8% |
| YTD | +60.3% | -24.6% | +85.0% | +65.2% |
| 1Y | +46.1% | +4.9% | +41.2% | +34.3% |
| 3Y | +85.9% | +66.8% | +19.1% | +32.6% |
| 5Y | +210.8% | -19.4% | +230.3% | +154.5% |
| 10Y | +808.8% | +43.1% | +765.7% | +370.9% |
| All | +1,255.2% | +188.5% | +1,066.7% | +348.5% |
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