+662.3%
LNG vs ALLE
+336.8%
+325.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.2% |
| 7D | -5.5% | +0.1% | -5.5% | -5.5% |
| 30D | +5.7% | +25.9% | -20.2% | -2.7% |
| 3M | +10.7% | +14.9% | -4.2% | +5.0% |
| 6M | +23.1% | +42.1% | -19.0% | +7.2% |
| YTD | +52.4% | +20.4% | +32.0% | +40.1% |
| 1Y | +40.0% | +14.9% | +25.2% | +30.9% |
| 3Y | +76.0% | +90.1% | -14.1% | +31.4% |
| 5Y | +194.7% | +53.0% | +141.7% | +135.2% |
| 10Y | +726.7% | +208.8% | +517.9% | +330.5% |
| All | +662.3% | +336.8% | +325.5% | +236.6% |
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