+620.3%
LNG vs ALLE
+327.3%
+293.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.3% |
| 7D | -15.9% | -0.6% | -15.3% | -15.8% |
| 30D | +2.1% | +25.3% | -23.2% | -5.9% |
| 3M | +4.8% | +10.3% | -5.5% | +0.8% |
| 6M | +6.8% | +38.0% | -31.2% | -6.0% |
| YTD | +44.0% | +17.8% | +26.2% | +33.4% |
| 1Y | +34.9% | +13.6% | +21.3% | +26.5% |
| 3Y | +67.3% | +89.2% | -21.9% | +25.0% |
| 5Y | +170.1% | +51.1% | +119.1% | +116.3% |
| 10Y | +693.0% | +228.1% | +464.9% | +295.9% |
| All | +620.3% | +327.3% | +293.0% | +220.5% |
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