+1,255.2%
LNG vs ALB
+2,150.3%
-895.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +11.3% | -5.8% | +17.1% | +13.2% |
| 30D | +10.6% | -4.5% | +15.2% | +11.5% |
| 3M | +16.1% | -28.1% | +44.2% | +26.7% |
| 6M | +29.6% | -53.2% | +82.7% | +59.3% |
| YTD | +60.3% | -33.3% | +93.6% | +71.3% |
| 1Y | +46.1% | -17.4% | +63.5% | +44.8% |
| 3Y | +85.9% | -14.1% | +100.1% | +58.6% |
| 5Y | +210.8% | -64.0% | +274.9% | +233.1% |
| 10Y | +808.8% | +32.8% | +776.0% | +400.2% |
| All | +1,255.2% | +2,150.3% | -895.1% | +225.7% |
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