-35.9%
APP vs LNG
+23.0%
-58.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.4% |
| 7D | +0.9% | +3.4% | -2.5% | +2.3% |
| 30D | -23.3% | +14.9% | -38.1% | -18.4% |
| 3M | -42.6% | +21.4% | -64.0% | -38.6% |
| 6M | -33.6% | +17.8% | -51.4% | -30.6% |
| YTD | -52.4% | +51.3% | -103.7% | -49.2% |
| 1Y | -35.9% | +24.4% | -60.3% | -31.5% |
| All | -35.9% | +23.0% | -58.9% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling