+45.0%
ADP vs LNG
+222.3%
-177.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.7% | -6.7% | +1.1% | -4.4% |
| 30D | -3.1% | +3.9% | -6.9% | -3.8% |
| 3M | +15.6% | +15.5% | +0.1% | +12.3% |
| 6M | +20.8% | +10.5% | +10.3% | +18.0% |
| YTD | +4.7% | +43.0% | -38.2% | -2.5% |
| 1Y | -8.3% | +18.9% | -27.2% | -11.7% |
| 3Y | +13.6% | +74.7% | -61.1% | +1.1% |
| 5Y | +45.0% | +231.2% | -186.2% | +20.8% |
| All | +45.0% | +222.3% | -177.2% | +20.8% |
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 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