+131.1%
ADI vs LNG
+229.3%
-98.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +1.3% | -4.5% | +5.8% | +2.2% |
| 30D | -6.0% | +4.7% | -10.6% | -6.9% |
| 3M | -7.7% | +15.1% | -22.9% | -10.8% |
| 6M | +14.0% | +13.6% | +0.4% | +9.4% |
| YTD | +34.4% | +44.0% | -9.6% | +20.7% |
| 1Y | +48.0% | +18.4% | +29.6% | +40.1% |
| 3Y | +113.3% | +75.9% | +37.4% | +81.3% |
| 5Y | +131.1% | +231.7% | -100.6% | +73.2% |
| All | +131.1% | +229.3% | -98.2% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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