+930.0%
APH vs LNG
+811.3%
+118.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +4.9% | +11.3% | -6.5% | +2.2% |
| 30D | -5.4% | +10.6% | -16.0% | -7.8% |
| 3M | -5.5% | +16.1% | -21.6% | -9.1% |
| 6M | +25.9% | +29.6% | -3.6% | +17.3% |
| YTD | +16.4% | +60.3% | -44.0% | +1.1% |
| 1Y | +16.5% | +46.1% | -29.6% | +3.8% |
| 3Y | +270.9% | +85.9% | +184.9% | +206.0% |
| 5Y | +289.5% | +210.8% | +78.7% | +168.4% |
| All | +930.0% | +811.3% | +118.7% | +450.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling