+169.6%
LNG vs ALLE
+49.9%
+119.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.4% |
| 7D | -15.9% | -0.6% | -15.3% | -15.8% |
| 30D | +2.1% | +25.3% | -23.2% | -2.3% |
| 3M | +4.8% | +10.3% | -5.5% | +2.7% |
| 6M | +6.8% | +38.0% | -31.2% | -0.5% |
| YTD | +44.0% | +17.8% | +26.2% | +38.7% |
| 1Y | +34.9% | +13.6% | +21.3% | +31.0% |
| 3Y | +67.3% | +89.2% | -21.9% | +39.2% |
| All | +169.6% | +49.9% | +119.7% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling