+18.4%
LNG vs ALM
+279.2%
-260.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.6% | +10.3% | +0.6% |
| 7D | -4.5% | -7.1% | +2.6% | -4.5% |
| 30D | +4.7% | +24.7% | -20.0% | +4.8% |
| 3M | +15.1% | +8.3% | +6.8% | +15.3% |
| 6M | +13.6% | -22.2% | +35.7% | +15.4% |
| YTD | +44.0% | +88.1% | -44.1% | +41.6% |
| 1Y | +18.4% | +272.4% | -254.0% | +12.5% |
| All | +18.4% | +279.2% | -260.8% | +12.5% |
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