+656.7%
LNG vs ALLE
+260.9%
+395.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | +3.4% | -0.2% | +3.7% | +3.5% |
| 30D | +14.9% | -6.8% | +21.7% | +17.6% |
| 3M | +21.4% | +21.0% | +0.4% | +12.3% |
| 6M | +17.8% | +1.1% | +16.7% | +15.8% |
| YTD | +51.3% | -0.5% | +51.8% | +49.2% |
| 1Y | +24.4% | -7.3% | +31.7% | +25.7% |
| 3Y | +79.7% | +42.3% | +37.4% | +49.7% |
| 5Y | +241.3% | +13.5% | +227.9% | +206.5% |
| 10Y | +603.1% | +144.0% | +459.1% | +302.7% |
| All | +656.7% | +260.9% | +395.8% | +258.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling