+339.2%
LNG vs ALHC
-61.4%
+400.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | -0.2% |
| 7D | +11.3% | +0.3% | +11.1% | +11.3% |
| 30D | +10.6% | -10.6% | +21.2% | +11.0% |
| 3M | +16.1% | -45.3% | +61.4% | +18.3% |
| 6M | +29.6% | -59.7% | +89.3% | +32.7% |
| YTD | +60.3% | -62.7% | +123.1% | +64.4% |
| 1Y | +46.1% | -56.1% | +102.2% | +48.8% |
| 3Y | +85.9% | +21.3% | +64.7% | +78.9% |
| 5Y | +210.8% | -66.0% | +276.8% | +203.0% |
| All | +339.2% | -61.4% | +400.6% | +334.4% |
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