+544.5%
LNG vs ALLE
+146.0%
+398.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.8% |
| 7D | -6.7% | -2.2% | -4.6% | -6.1% |
| 30D | +3.9% | -8.3% | +12.2% | +6.6% |
| 3M | +15.5% | +16.3% | -0.7% | +9.3% |
| 6M | +10.5% | +1.8% | +8.7% | +8.6% |
| YTD | +43.0% | -3.9% | +46.9% | +42.9% |
| 1Y | +18.9% | -10.0% | +28.9% | +21.2% |
| 3Y | +74.7% | +45.8% | +28.8% | +47.2% |
| 5Y | +231.2% | +13.3% | +218.0% | +201.3% |
| 10Y | +544.5% | +155.3% | +389.2% | +316.8% |
| All | +544.5% | +146.0% | +398.5% | +316.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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