+255.7%
APLD vs LNG
+77.7%
+178.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -1.1% |
| 7D | -6.3% | -5.5% | -0.9% | -4.7% |
| 30D | -29.6% | +5.7% | -35.3% | -30.7% |
| 3M | -42.6% | +10.7% | -53.3% | -44.8% |
| 6M | -59.6% | +23.1% | -82.6% | -63.4% |
| YTD | -32.0% | +52.4% | -84.4% | -51.2% |
| 1Y | -46.9% | +40.0% | -87.0% | -59.2% |
| 3Y | +255.7% | +76.0% | +179.6% | +192.2% |
| All | +255.7% | +77.7% | +178.0% | +192.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling