+5,048.0%
ADP vs LNG
+1,178.8%
+3,869.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -3.4% | +3.4% | -6.9% | -3.5% |
| 30D | +2.8% | +14.9% | -12.1% | +2.4% |
| 3M | +20.9% | +21.4% | -0.5% | +20.2% |
| 6M | +29.9% | +17.8% | +12.1% | +29.2% |
| YTD | +9.6% | +51.3% | -41.6% | +8.3% |
| 1Y | -5.3% | +24.4% | -29.7% | -5.9% |
| 3Y | +16.5% | +79.7% | -63.2% | +14.3% |
| 5Y | +49.4% | +241.3% | -191.9% | +43.9% |
| 10Y | +282.2% | +603.1% | -320.9% | +260.0% |
| All | +5,048.0% | +1,178.8% | +3,869.2% | +4,252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling