+42.6%
LNG vs ALM
+44.8%
-2.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.3% | -6.1% |
| 7D | -1.9% | -6.4% | +4.5% | -2.1% |
| 30D | +6.2% | -35.0% | +41.2% | +5.2% |
| 3M | +13.7% | -33.8% | +47.6% | +12.6% |
| 6M | +7.5% | -55.0% | +62.5% | +6.9% |
| YTD | +51.3% | -0.2% | +51.5% | +49.2% |
| 1Y | +42.6% | +41.8% | +0.9% | +38.9% |
| All | +42.6% | +44.8% | -2.2% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling