+384.2%
LNG vs ALC
+30.4%
+353.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.9% |
| 7D | +11.3% | -1.1% | +12.4% | +11.5% |
| 30D | +10.6% | +16.0% | -5.4% | +6.8% |
| 3M | +16.1% | +0.8% | +15.3% | +15.6% |
| 6M | +29.6% | +16.8% | +12.7% | +24.2% |
| YTD | +60.3% | -5.5% | +65.8% | +60.5% |
| 1Y | +46.1% | -5.3% | +51.4% | +46.0% |
| 3Y | +85.9% | +4.1% | +81.9% | +77.8% |
| 5Y | +210.8% | -7.1% | +217.9% | +202.2% |
| All | +384.2% | +30.4% | +353.8% | +293.3% |
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