+1,236.6%
LNG vs ALB
+2,209.0%
-972.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.4% |
| 7D | +4.5% | +1.1% | +3.5% | +4.0% |
| 30D | +8.0% | -2.6% | +10.6% | +8.3% |
| 3M | +15.0% | -25.6% | +40.5% | +24.2% |
| 6M | +27.1% | -54.0% | +81.1% | +57.1% |
| YTD | +58.1% | -31.6% | +89.7% | +67.6% |
| 1Y | +45.0% | -6.6% | +51.5% | +38.1% |
| 3Y | +82.6% | -14.0% | +96.6% | +55.9% |
| 5Y | +206.8% | -62.5% | +269.4% | +224.4% |
| 10Y | +796.3% | +36.3% | +760.0% | +389.6% |
| All | +1,236.6% | +2,209.0% | -972.4% | +218.8% |
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