+587.4%
LNG vs ALLY
+124.8%
+462.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +3.4% | +3.7% | -0.2% | +2.3% |
| 30D | +14.9% | -2.3% | +17.1% | +15.6% |
| 3M | +21.4% | +3.8% | +17.6% | +19.4% |
| 6M | +17.8% | +9.7% | +8.1% | +13.0% |
| YTD | +51.3% | -1.4% | +52.7% | +49.8% |
| 1Y | +24.4% | +8.2% | +16.2% | +18.8% |
| 3Y | +79.7% | +66.5% | +13.2% | +42.1% |
| 5Y | +241.3% | +1.2% | +240.1% | +207.1% |
| 10Y | +603.1% | +191.4% | +411.7% | +253.8% |
| All | +587.4% | +124.8% | +462.5% | +289.5% |
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