+550.0%
LNG vs ALB
+78.3%
+471.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.7% |
| 7D | -4.7% | -6.6% | +1.9% | -3.7% |
| 30D | +3.8% | -8.1% | +11.9% | +5.0% |
| 3M | +16.2% | -25.7% | +41.8% | +21.3% |
| 6M | +11.7% | -29.5% | +41.2% | +16.6% |
| YTD | +44.2% | -16.2% | +60.4% | +44.7% |
| 1Y | +18.6% | +59.2% | -40.7% | +4.3% |
| 3Y | +77.4% | -33.7% | +111.1% | +76.2% |
| 5Y | +232.3% | -48.1% | +280.4% | +233.8% |
| All | +550.0% | +78.3% | +471.7% | +293.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling