+39,165.7%
APH vs LNG
+1,178.8%
+37,986.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.1% | -47.9% | -47.8% |
| 7D | -48.7% | +4.0% | -52.7% | -48.8% |
| 30D | -51.9% | +14.9% | -66.8% | -52.3% |
| 3M | -43.6% | +21.4% | -64.9% | -44.1% |
| 6M | -37.5% | +17.8% | -55.3% | -38.1% |
| YTD | -38.6% | +51.3% | -89.9% | -40.0% |
| 1Y | -26.3% | +24.4% | -50.8% | -27.3% |
| 3Y | +89.2% | +79.7% | +9.5% | +83.3% |
| 5Y | +119.8% | +241.3% | -121.5% | +106.0% |
| 10Y | +454.3% | +603.1% | -148.9% | +400.3% |
| All | +39,165.7% | +1,178.8% | +37,986.9% | +29,057.3% |
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