+18.9%
LNG vs ALLE
-8.6%
+27.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.5% |
| 7D | -6.2% | +2.8% | -8.9% | -6.0% |
| 30D | +8.0% | -7.6% | +15.6% | +7.4% |
| 3M | +16.9% | +22.8% | -5.9% | +17.3% |
| 6M | +8.7% | +4.6% | +4.1% | +9.8% |
| YTD | +43.0% | -1.2% | +44.2% | +45.9% |
| All | +18.9% | -8.6% | +27.5% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling