+527.5%
APP vs LNG
+334.3%
+193.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.2% | +4.0% |
| 7D | +4.6% | +11.3% | -6.8% | +2.1% |
| 30D | +56.0% | +10.6% | +45.4% | +50.4% |
| 3M | +30.8% | +16.1% | +14.7% | +24.3% |
| 6M | -9.8% | +29.6% | -39.3% | -18.4% |
| YTD | -39.3% | +60.3% | -99.6% | -50.3% |
| 1Y | -26.4% | +46.1% | -72.6% | -37.6% |
| 3Y | +887.9% | +85.9% | +802.0% | +691.4% |
| 5Y | +264.1% | +210.8% | +53.3% | +159.9% |
| All | +527.5% | +334.3% | +193.1% | +306.6% |
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