+335.5%
LNG vs ALC
+16.1%
+319.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -4.7% | -6.3% | +1.7% | -3.3% |
| 30D | +3.8% | -10.3% | +14.1% | +6.4% |
| 3M | +16.2% | -0.7% | +16.9% | +16.0% |
| 6M | +11.7% | -17.8% | +29.5% | +16.0% |
| YTD | +44.2% | -15.8% | +60.0% | +48.6% |
| 1Y | +18.6% | -16.7% | +35.3% | +22.3% |
| 3Y | +77.4% | -19.7% | +97.1% | +81.9% |
| 5Y | +232.3% | -19.8% | +252.1% | +235.7% |
| All | +335.5% | +16.1% | +319.3% | +264.1% |
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