+385.3%
LNG vs ALC
+26.4%
+358.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +10.9% | -6.2% | +17.1% | +12.4% |
| 30D | +8.1% | +14.0% | -5.9% | +4.7% |
| 3M | +15.7% | -2.4% | +18.1% | +15.9% |
| 6M | +27.2% | +12.6% | +14.6% | +23.0% |
| YTD | +60.7% | -8.4% | +69.1% | +62.0% |
| 1Y | +46.3% | -9.1% | +55.4% | +47.6% |
| 3Y | +85.6% | -0.3% | +85.9% | +79.3% |
| 5Y | +211.6% | -9.9% | +221.5% | +204.9% |
| All | +385.3% | +26.4% | +358.9% | +296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling