+1,178.8%
LNG vs ALB
+2,928.1%
-1,749.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.7% |
| 7D | +3.4% | -8.1% | +11.5% | +6.0% |
| 30D | +14.9% | +6.3% | +8.6% | +12.3% |
| 3M | +21.4% | -23.6% | +45.0% | +30.2% |
| 6M | +17.8% | -24.6% | +42.4% | +24.8% |
| YTD | +51.3% | -10.3% | +61.6% | +49.2% |
| 1Y | +24.4% | +61.5% | -37.0% | -1.1% |
| 3Y | +79.7% | -34.0% | +113.6% | +71.3% |
| 5Y | +241.3% | -44.6% | +285.9% | +218.7% |
| 10Y | +603.1% | +76.1% | +527.0% | +258.8% |
| All | +1,178.8% | +2,928.1% | -1,749.2% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling