+222.4%
LNG vs ALK
-28.9%
+251.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.4% | -5.2% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | +8.0% | -18.5% | +26.5% | +9.6% |
| 3M | +16.9% | -3.6% | +20.5% | +16.4% |
| 6M | +8.7% | -3.7% | +12.4% | +7.6% |
| YTD | +43.0% | -19.0% | +62.0% | +44.5% |
| 1Y | +19.4% | -36.0% | +55.5% | +24.7% |
| 3Y | +74.7% | +2.3% | +72.4% | +64.8% |
| 5Y | +222.4% | -27.8% | +250.2% | +208.6% |
| All | +222.4% | -28.9% | +251.3% | +208.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling