+1,108.4%
LNG vs AIG
-49.7%
+1,158.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -6.7% | -1.4% | -5.3% | -6.4% |
| 30D | +3.9% | -3.3% | +7.2% | +4.6% |
| 3M | +15.5% | +2.2% | +13.3% | +14.9% |
| 6M | +10.5% | -2.1% | +12.6% | +10.7% |
| YTD | +43.0% | -11.2% | +54.2% | +45.9% |
| 1Y | +18.9% | -2.1% | +21.0% | +18.6% |
| 3Y | +74.7% | +34.4% | +40.3% | +62.6% |
| 5Y | +231.2% | +53.7% | +177.5% | +197.4% |
| 10Y | +544.5% | +64.4% | +480.1% | +449.4% |
| All | +1,108.4% | -49.7% | +1,158.2% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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