+71.9%
LNG vs ALK
+21.9%
+49.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.3% | +2.7% |
| 7D | -8.4% | +8.9% | -17.3% | -8.4% |
| 30D | +2.7% | +5.9% | -3.3% | +2.7% |
| 3M | +11.7% | -16.5% | +28.3% | +12.3% |
| 6M | +19.5% | +2.1% | +17.4% | +18.7% |
| YTD | +48.0% | -17.1% | +65.1% | +49.6% |
| 1Y | +38.4% | -2.9% | +41.2% | +36.7% |
| 3Y | +71.9% | +24.5% | +47.4% | +63.0% |
| All | +71.9% | +21.9% | +49.9% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling