+618.5%
LNG vs ALLY
+98.6%
+519.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.3% |
| 7D | +4.5% | -2.8% | +7.3% | +5.4% |
| 30D | +8.0% | +1.9% | +6.2% | +7.2% |
| 3M | +15.0% | -12.1% | +27.1% | +19.3% |
| 6M | +27.1% | -9.0% | +36.1% | +29.8% |
| YTD | +58.1% | -12.9% | +71.0% | +62.4% |
| 1Y | +45.0% | -0.1% | +45.1% | +42.0% |
| 3Y | +82.6% | +64.6% | +18.1% | +44.4% |
| 5Y | +206.8% | -10.1% | +216.9% | +186.6% |
| 10Y | +796.3% | +176.7% | +619.6% | +349.4% |
| All | +618.5% | +98.6% | +519.9% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling