+206.8%
LNG vs ALB
-61.7%
+268.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.7% |
| 7D | +4.5% | +1.1% | +3.5% | +4.4% |
| 30D | +8.0% | -2.6% | +10.6% | +8.1% |
| 3M | +15.0% | -25.6% | +40.5% | +18.0% |
| 6M | +27.1% | -54.0% | +81.1% | +36.8% |
| YTD | +58.1% | -31.6% | +89.7% | +61.2% |
| 1Y | +45.0% | -6.6% | +51.5% | +41.8% |
| 3Y | +82.6% | -14.0% | +96.6% | +72.1% |
| 5Y | +206.8% | -62.5% | +269.4% | +232.4% |
| All | +206.8% | -61.7% | +268.6% | +232.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling