+544.5%
LNG vs ALK
-39.2%
+583.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -6.7% | -3.0% | -3.8% | -6.2% |
| 30D | +3.9% | -14.6% | +18.5% | +6.8% |
| 3M | +15.5% | -10.6% | +26.1% | +16.6% |
| 6M | +10.5% | -6.7% | +17.2% | +9.0% |
| YTD | +43.0% | -19.8% | +62.7% | +44.8% |
| 1Y | +18.9% | -35.2% | +54.1% | +25.8% |
| 3Y | +74.7% | +1.4% | +73.3% | +57.9% |
| 5Y | +231.2% | -30.7% | +261.9% | +221.2% |
| 10Y | +544.5% | -37.4% | +581.9% | +452.5% |
| All | +544.5% | -39.2% | +583.7% | +452.5% |
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