+222.4%
LNG vs ALLY
-0.2%
+222.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -4.9% |
| 7D | -6.2% | +1.0% | -7.2% | -6.3% |
| 30D | +8.0% | -3.3% | +11.3% | +8.6% |
| 3M | +16.9% | +0.5% | +16.5% | +16.5% |
| 6M | +8.7% | +12.6% | -3.9% | +5.7% |
| YTD | +43.0% | -4.7% | +47.7% | +43.3% |
| 1Y | +19.4% | +5.2% | +14.2% | +17.0% |
| 3Y | +74.7% | +66.5% | +8.2% | +52.8% |
| 5Y | +222.4% | +0.2% | +222.2% | +198.7% |
| All | +222.4% | -0.2% | +222.7% | +198.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling