+222.4%
LNG vs ABCL
-39.9%
+262.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -6.2% | +1.4% | -7.6% | -6.2% |
| 30D | +8.0% | +65.1% | -57.1% | +5.5% |
| 3M | +16.9% | +111.1% | -94.2% | +12.9% |
| 6M | +8.7% | +231.6% | -222.9% | +2.6% |
| YTD | +43.0% | +234.5% | -191.5% | +34.5% |
| 1Y | +19.4% | +174.3% | -154.9% | +13.0% |
| 3Y | +74.7% | +111.5% | -36.8% | +63.7% |
| 5Y | +222.4% | -37.3% | +259.7% | +208.3% |
| All | +222.4% | -39.9% | +262.3% | +208.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling