+14.7%
ADP vs LNG
+76.4%
-61.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -2.4% |
| 7D | -5.5% | -6.2% | +0.7% | -4.3% |
| 30D | -1.2% | +8.0% | -9.2% | -2.7% |
| 3M | +17.9% | +16.9% | +1.0% | +14.1% |
| 6M | +20.3% | +8.7% | +11.7% | +17.7% |
| YTD | +5.8% | +43.0% | -37.2% | -1.8% |
| 1Y | -7.7% | +19.4% | -27.1% | -11.2% |
| 3Y | +14.7% | +74.7% | -60.0% | +1.6% |
| All | +14.7% | +76.4% | -61.7% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling