+572.3%
LNG vs ALLY
+99.9%
+472.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | -8.4% | -0.2% | -8.2% | -8.4% |
| 30D | +2.7% | +3.4% | -0.8% | +1.4% |
| 3M | +11.7% | -11.1% | +22.8% | +15.5% |
| 6M | +19.5% | -11.5% | +31.0% | +23.1% |
| YTD | +48.0% | -12.3% | +60.3% | +51.7% |
| 1Y | +38.4% | +1.1% | +37.2% | +35.0% |
| 3Y | +71.9% | +64.8% | +7.1% | +35.9% |
| 5Y | +179.9% | -6.9% | +186.7% | +157.9% |
| 10Y | +700.5% | +194.9% | +505.5% | +287.3% |
| All | +572.3% | +99.9% | +472.4% | +294.1% |
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