+410.8%
LNG vs ABCL
-79.6%
+490.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | -5.5% | +2.3% | -7.8% | -5.6% |
| 30D | +5.7% | -0.7% | +6.4% | +5.6% |
| 3M | +10.7% | +33.4% | -22.7% | +9.2% |
| 6M | +23.1% | +137.8% | -114.7% | +18.3% |
| YTD | +52.4% | +264.3% | -211.9% | +43.5% |
| 1Y | +40.0% | +209.2% | -169.1% | +32.7% |
| 3Y | +76.0% | +208.4% | -132.4% | +62.7% |
| 5Y | +194.7% | -11.9% | +206.6% | +183.6% |
| All | +410.8% | -79.6% | +490.4% | +409.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling