+1,236.6%
LNG vs ALK
+1,169.6%
+67.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.0% |
| 7D | +4.5% | +2.6% | +1.9% | +3.9% |
| 30D | +8.0% | +7.8% | +0.2% | +5.5% |
| 3M | +15.0% | -15.2% | +30.2% | +18.4% |
| 6M | +27.1% | +5.0% | +22.0% | +22.3% |
| YTD | +58.1% | -18.4% | +76.6% | +58.4% |
| 1Y | +45.0% | -2.4% | +47.4% | +38.2% |
| 3Y | +82.6% | +19.8% | +62.9% | +57.1% |
| 5Y | +206.8% | -27.8% | +234.6% | +191.5% |
| 10Y | +796.3% | -42.0% | +838.3% | +720.5% |
| All | +1,236.6% | +1,169.6% | +67.0% | +299.7% |
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 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