+356.9%
LNG vs ALC
+24.0%
+332.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.9% |
| 7D | +3.4% | -2.1% | +5.5% | +3.9% |
| 30D | +14.9% | -0.1% | +15.0% | +14.8% |
| 3M | +21.4% | +5.9% | +15.5% | +19.5% |
| 6M | +17.8% | -15.9% | +33.7% | +21.9% |
| YTD | +51.3% | -10.1% | +61.4% | +53.6% |
| 1Y | +24.4% | -10.2% | +34.7% | +26.1% |
| 3Y | +79.7% | -13.6% | +93.2% | +81.0% |
| 5Y | +241.3% | -15.1% | +256.5% | +240.9% |
| All | +356.9% | +24.0% | +332.8% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling