+231.2%
LNG vs ALC
-17.4%
+248.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -6.7% | -5.3% | -1.5% | -6.0% |
| 30D | +3.9% | -7.1% | +10.9% | +4.9% |
| 3M | +15.5% | +0.8% | +14.7% | +15.2% |
| 6M | +10.5% | -16.0% | +26.5% | +13.0% |
| YTD | +43.0% | -12.7% | +55.7% | +45.0% |
| 1Y | +18.9% | -12.8% | +31.7% | +20.4% |
| 3Y | +74.7% | -15.8% | +90.5% | +76.7% |
| 5Y | +231.2% | -16.7% | +247.9% | +233.6% |
| All | +231.2% | -17.4% | +248.7% | +233.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling