+1,178.8%
LNG vs ALK
+1,200.9%
-22.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | 0.0% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | +14.9% | -19.2% | +34.1% | +20.4% |
| 3M | +21.4% | -1.5% | +22.9% | +20.1% |
| 6M | +17.8% | -13.1% | +30.9% | +17.7% |
| YTD | +51.3% | -16.4% | +67.7% | +51.7% |
| 1Y | +24.4% | -33.1% | +57.5% | +30.9% |
| 3Y | +79.7% | +0.6% | +79.1% | +62.4% |
| 5Y | +241.3% | -26.4% | +267.7% | +224.4% |
| 10Y | +603.1% | -34.2% | +637.3% | +527.3% |
| All | +1,178.8% | +1,200.9% | -22.0% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling