+71.9%
LNG vs ABCL
+196.9%
-125.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +2.7% |
| 7D | -8.4% | +12.4% | -20.8% | -8.5% |
| 30D | +2.7% | -0.4% | +3.0% | +2.6% |
| 3M | +11.7% | +80.4% | -68.6% | +10.1% |
| 6M | +19.5% | +138.5% | -119.1% | +17.2% |
| YTD | +48.0% | +265.5% | -217.5% | +43.5% |
| 1Y | +38.4% | +219.7% | -181.3% | +34.6% |
| 3Y | +71.9% | +209.4% | -137.5% | +57.8% |
| All | +71.9% | +196.9% | -125.1% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling