+726.7%
LNG vs ALK
-39.7%
+766.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | -5.5% | +12.9% | -18.4% | -7.7% |
| 30D | +5.7% | +5.5% | +0.2% | +4.3% |
| 3M | +10.7% | -12.1% | +22.8% | +12.7% |
| 6M | +23.1% | +1.7% | +21.3% | +20.0% |
| YTD | +52.4% | -17.4% | +69.8% | +52.9% |
| 1Y | +40.0% | -1.9% | +42.0% | +34.3% |
| 3Y | +76.0% | +21.2% | +54.8% | +51.7% |
| 5Y | +194.7% | -27.8% | +222.5% | +182.7% |
| 10Y | +726.7% | -41.0% | +767.7% | +679.7% |
| All | +726.7% | -39.7% | +766.4% | +679.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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