+314.5%
LNG vs ALHC
-28.9%
+343.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.4% | -0.6% | +4.0% | +3.4% |
| 30D | +14.9% | -1.0% | +15.9% | +14.9% |
| 3M | +21.4% | -10.2% | +31.5% | +21.2% |
| 6M | +17.8% | -28.3% | +46.1% | +18.5% |
| YTD | +51.3% | -31.4% | +82.7% | +52.3% |
| 1Y | +24.4% | -16.9% | +41.4% | +24.2% |
| 3Y | +79.7% | +135.5% | -55.8% | +68.3% |
| 5Y | +241.3% | -33.6% | +275.0% | +229.0% |
| All | +314.5% | -28.9% | +343.4% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling