+1,777.9%
APO vs LNG
+3,039.8%
-1,261.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.1% |
| 7D | +0.1% | -6.2% | +6.2% | +1.6% |
| 30D | +3.9% | +8.0% | -4.1% | +1.9% |
| 3M | +3.8% | +16.9% | -13.1% | -0.6% |
| 6M | +22.3% | +8.7% | +13.6% | +18.6% |
| YTD | -7.8% | +43.0% | -50.8% | -16.7% |
| 1Y | -0.3% | +19.4% | -19.8% | -5.9% |
| 3Y | +57.1% | +74.7% | -17.6% | +34.8% |
| 5Y | +137.0% | +222.4% | -85.5% | +73.2% |
| 10Y | +946.8% | +532.2% | +414.6% | +539.9% |
| All | +1,777.9% | +3,039.8% | -1,261.9% | +747.3% |
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