+506.6%
APP vs LNG
+312.8%
+193.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -4.2% |
| 7D | +61.1% | -5.5% | +66.6% | +62.6% |
| 30D | +42.8% | +5.7% | +37.0% | +39.0% |
| 3M | +16.7% | +10.7% | +6.0% | +12.0% |
| 6M | -15.6% | +23.1% | -38.6% | -22.7% |
| YTD | -41.3% | +52.4% | -93.7% | -51.4% |
| 1Y | -39.3% | +40.0% | -79.3% | -48.1% |
| 3Y | +803.2% | +76.0% | +727.2% | +632.6% |
| 5Y | +313.2% | +194.7% | +118.5% | +198.3% |
| All | +506.6% | +312.8% | +193.8% | +297.5% |
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 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