+1,116.8%
LNG vs AFL
+8,159.1%
-7,042.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -4.5% | -3.3% | -1.2% | -3.2% |
| 30D | +4.7% | -5.0% | +9.7% | +6.7% |
| 3M | +15.1% | -1.8% | +16.9% | +15.9% |
| 6M | +13.6% | +4.8% | +8.7% | +11.3% |
| YTD | +44.0% | +5.4% | +38.5% | +40.6% |
| 1Y | +18.4% | +9.0% | +9.4% | +14.0% |
| 3Y | +75.9% | +63.0% | +12.8% | +44.1% |
| 5Y | +231.7% | +134.5% | +97.2% | +134.6% |
| 10Y | +549.0% | +298.6% | +250.4% | +263.4% |
| All | +1,116.8% | +8,159.1% | -7,042.3% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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