+211.6%
LNG vs ALM
+387.9%
-176.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.8% |
| 7D | +10.9% | -4.0% | +15.0% | +11.0% |
| 30D | +8.1% | -30.5% | +38.6% | +8.9% |
| 3M | +15.7% | -46.9% | +62.6% | +16.9% |
| 6M | +27.2% | -65.5% | +92.7% | +29.9% |
| YTD | +60.7% | -13.4% | +74.1% | +58.1% |
| 1Y | +46.3% | +9.8% | +36.5% | +42.5% |
| 3Y | +85.6% | +783.1% | -697.5% | +62.9% |
| 5Y | +211.6% | +378.3% | -166.7% | +175.7% |
| All | +211.6% | +387.9% | -176.4% | +175.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling