+74.7%
LNG vs ALHC
+141.7%
-66.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.5% |
| 7D | -6.2% | -1.0% | -5.2% | -6.1% |
| 30D | +8.0% | -6.3% | +14.3% | +8.1% |
| 3M | +16.9% | -12.3% | +29.2% | +16.6% |
| 6M | +8.7% | -27.0% | +35.7% | +8.7% |
| YTD | +43.0% | -31.8% | +74.9% | +43.2% |
| 1Y | +19.4% | -17.0% | +36.4% | +19.3% |
| 3Y | +74.7% | +159.8% | -85.1% | +79.0% |
| All | +74.7% | +141.7% | -66.9% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling