+317.2%
ADP vs LNG
+813.5%
-496.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | +0.3% | +10.9% | -10.7% | -2.2% |
| 30D | +11.6% | +8.1% | +3.5% | +9.2% |
| 3M | +15.1% | +15.7% | -0.6% | +10.7% |
| 6M | +46.0% | +27.2% | +18.8% | +37.1% |
| YTD | +22.4% | +60.7% | -38.3% | +8.1% |
| 1Y | +24.5% | +46.3% | -21.8% | +12.4% |
| 3Y | +44.8% | +85.6% | -40.8% | +21.6% |
| 5Y | +49.1% | +211.6% | -162.5% | +6.6% |
| All | +317.2% | +813.5% | -496.3% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling