+1,012.8%
LNG vs ALM
+7,705.7%
-6,692.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | +3.4% | -2.6% | +6.0% | +3.4% |
| 30D | +14.9% | +32.0% | -17.1% | +14.6% |
| 3M | +21.4% | -15.0% | +36.4% | +21.4% |
| 6M | +17.8% | -10.1% | +27.9% | +17.7% |
| YTD | +51.3% | +99.4% | -48.1% | +50.2% |
| 1Y | +24.4% | +316.4% | -291.9% | +22.7% |
| 3Y | +79.7% | +2,022.0% | -1,942.3% | +74.4% |
| 5Y | +241.3% | +941.2% | -699.9% | +232.3% |
| 10Y | +603.1% | +2,950.3% | -2,347.2% | +573.9% |
| All | +1,012.8% | +7,705.7% | -6,692.9% | +913.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling