+892.4%
APP vs LNG
+64.7%
+827.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.4% | +10.0% |
| 7D | +71.2% | -15.9% | +87.1% | +77.7% |
| 30D | +39.1% | +2.1% | +37.0% | +35.3% |
| 3M | +16.5% | +4.8% | +11.7% | +12.1% |
| 6M | -16.6% | +6.8% | -23.4% | -21.4% |
| YTD | -41.9% | +44.0% | -85.9% | -56.5% |
| 1Y | -37.0% | +34.9% | -72.0% | -50.6% |
| 3Y | +892.4% | +67.3% | +825.1% | +608.7% |
| All | +892.4% | +64.7% | +827.8% | +608.7% |
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