+294.4%
LNG vs ALHC
-33.0%
+327.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | -4.5% | -5.8% | +1.3% | -4.3% |
| 30D | +4.7% | -3.3% | +8.0% | +4.8% |
| 3M | +15.1% | -37.9% | +53.1% | +16.8% |
| 6M | +13.6% | -29.5% | +43.1% | +14.2% |
| YTD | +44.0% | -35.4% | +79.3% | +45.2% |
| 1Y | +18.4% | -22.4% | +40.8% | +18.5% |
| 3Y | +75.9% | +146.3% | -70.5% | +64.0% |
| 5Y | +231.7% | -32.0% | +263.7% | +220.7% |
| All | +294.4% | -33.0% | +327.4% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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