+42.6%
LNG vs ALB
+4.7%
+37.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.3% | -11.5% | -5.9% |
| 7D | -1.9% | -2.1% | +0.1% | -1.9% |
| 30D | +6.2% | -9.0% | +15.2% | +6.1% |
| 3M | +13.7% | -21.1% | +34.9% | +13.4% |
| 6M | +7.5% | -49.9% | +57.4% | +6.7% |
| YTD | +51.3% | -32.3% | +83.6% | +51.5% |
| 1Y | +42.6% | +8.6% | +34.0% | +39.4% |
| All | +42.6% | +4.7% | +37.9% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling