+358.8%
APP vs LNG
+218.5%
+140.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -1.1% |
| 7D | +0.1% | -6.2% | +6.2% | +1.9% |
| 30D | -10.0% | +8.0% | -18.0% | -12.1% |
| 3M | -44.6% | +16.9% | -61.6% | -48.0% |
| 6M | -37.9% | +8.7% | -46.5% | -41.0% |
| YTD | -53.7% | +43.0% | -96.7% | -60.6% |
| 1Y | -43.0% | +19.4% | -62.4% | -47.9% |
| 3Y | +640.8% | +74.7% | +566.1% | +508.1% |
| 5Y | +358.8% | +222.4% | +136.4% | +257.9% |
| All | +358.8% | +218.5% | +140.4% | +257.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling