+5,684.0%
ADP vs LNG
+1,255.2%
+4,428.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.2% | +11.3% | -9.2% | +1.9% |
| 30D | +10.6% | +10.6% | -0.1% | +10.2% |
| 3M | +12.9% | +16.1% | -3.2% | +12.4% |
| 6M | +50.6% | +29.6% | +21.1% | +49.4% |
| YTD | +23.2% | +60.3% | -37.1% | +21.4% |
| 1Y | +25.3% | +46.1% | -20.9% | +23.8% |
| 3Y | +47.1% | +85.9% | -38.8% | +44.2% |
| 5Y | +50.1% | +210.8% | -160.8% | +44.8% |
| 10Y | +323.6% | +808.8% | -485.1% | +296.6% |
| All | +5,684.0% | +1,255.2% | +4,428.7% | +4,779.9% |
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