-33.6%
APP vs LNG
+19.6%
-53.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.5% |
| 7D | +0.9% | +3.4% | -2.5% | +3.2% |
| 30D | -23.3% | +14.9% | -38.1% | -15.1% |
| 3M | -42.6% | +21.4% | -64.0% | -35.1% |
| 6M | -33.6% | +17.8% | -51.4% | -23.4% |
| All | -33.6% | +19.6% | -53.2% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling