+48.7%
ADP vs LNG
+211.7%
-163.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.2% | +11.3% | -9.2% | +0.2% |
| 30D | +10.6% | +10.6% | -0.1% | +8.2% |
| 3M | +12.9% | +16.1% | -3.2% | +9.3% |
| 6M | +50.6% | +29.6% | +21.1% | +42.6% |
| YTD | +23.2% | +60.3% | -37.1% | +11.5% |
| 1Y | +25.3% | +46.1% | -20.9% | +15.4% |
| 3Y | +47.1% | +85.9% | -38.8% | +28.4% |
| All | +48.7% | +211.7% | -163.0% | +16.2% |
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