+75.9%
LNG vs ALB
-27.2%
+103.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -5.6% |
| 7D | -6.2% | -4.4% | -1.8% | -5.9% |
| 30D | +8.0% | -1.2% | +9.2% | +8.0% |
| 3M | +16.9% | -13.3% | +30.2% | +17.6% |
| 6M | +8.7% | -19.8% | +28.4% | +9.6% |
| YTD | +43.0% | -7.9% | +50.9% | +42.3% |
| 1Y | +19.4% | +60.2% | -40.7% | +13.3% |
| All | +75.9% | -27.2% | +103.1% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling