+548.8%
LNG vs ALM
+2,776.7%
-2,227.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.6% | +10.3% | +0.9% |
| 7D | -4.5% | -7.1% | +2.6% | -4.3% |
| 30D | +4.7% | +24.7% | -20.0% | +4.0% |
| 3M | +15.1% | +8.3% | +6.8% | +14.6% |
| 6M | +13.6% | -22.2% | +35.7% | +13.7% |
| YTD | +44.0% | +88.1% | -44.1% | +40.2% |
| 1Y | +18.4% | +272.4% | -254.0% | +12.7% |
| 3Y | +75.9% | +2,004.1% | -1,928.3% | +56.7% |
| 5Y | +231.7% | +915.8% | -684.1% | +198.9% |
| All | +548.8% | +2,776.7% | -2,227.9% | +496.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling