+222.4%
LNG vs ALLE
+17.0%
+205.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.3% |
| 7D | -6.2% | +2.8% | -8.9% | -6.6% |
| 30D | +8.0% | -7.6% | +15.6% | +9.6% |
| 3M | +16.9% | +22.8% | -5.9% | +11.4% |
| 6M | +8.7% | +4.6% | +4.1% | +7.1% |
| YTD | +43.0% | -1.2% | +44.2% | +42.7% |
| 1Y | +19.4% | -9.1% | +28.6% | +21.5% |
| 3Y | +74.7% | +50.0% | +24.7% | +53.2% |
| 5Y | +222.4% | +15.2% | +207.2% | +212.3% |
| All | +222.4% | +17.0% | +205.4% | +212.3% |
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 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