+275.2%
ADP vs LNG
+561.0%
-285.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -5.7% | -4.5% | -1.2% | -4.7% |
| 30D | -1.4% | +4.7% | -6.1% | -2.5% |
| 3M | +16.6% | +15.1% | +1.4% | +12.5% |
| 6M | +24.9% | +13.6% | +11.4% | +20.6% |
| YTD | +5.6% | +44.0% | -38.4% | -3.8% |
| 1Y | -6.0% | +18.4% | -24.4% | -10.4% |
| 3Y | +14.5% | +75.9% | -61.4% | -2.1% |
| 5Y | +47.9% | +231.7% | -183.8% | +4.3% |
| All | +275.2% | +561.0% | -285.8% | +115.2% |
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 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