+231.2%
LNG vs ALB
-43.9%
+275.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | -6.7% | -8.6% | +1.9% | -5.9% |
| 30D | +3.9% | -4.0% | +7.9% | +4.2% |
| 3M | +15.5% | -17.4% | +32.9% | +17.4% |
| 6M | +10.5% | -25.4% | +35.9% | +13.0% |
| YTD | +43.0% | -10.5% | +53.5% | +42.2% |
| 1Y | +18.9% | +75.8% | -57.0% | +7.6% |
| 3Y | +74.7% | -28.5% | +103.2% | +74.8% |
| 5Y | +231.2% | -45.1% | +276.3% | +242.5% |
| All | +231.2% | -43.9% | +275.1% | +242.5% |
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