+800.2%
LNG vs ALLY
+174.3%
+626.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.5% |
| 7D | +11.3% | +0.4% | +11.0% | +11.2% |
| 30D | +10.6% | +5.2% | +5.4% | +8.9% |
| 3M | +16.1% | -13.3% | +29.4% | +20.4% |
| 6M | +29.6% | -6.7% | +36.2% | +31.1% |
| YTD | +60.3% | -12.8% | +73.2% | +64.2% |
| 1Y | +46.1% | +0.7% | +45.4% | +43.1% |
| 3Y | +85.9% | +65.2% | +20.7% | +50.6% |
| 5Y | +210.8% | -10.1% | +221.0% | +194.0% |
| All | +800.2% | +174.3% | +626.0% | +411.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling