+528.8%
APP vs LNG
+300.8%
+228.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +4.2% |
| 7D | +79.2% | -8.4% | +87.5% | +82.2% |
| 30D | +48.0% | +2.7% | +45.3% | +45.1% |
| 3M | +18.2% | +11.7% | +6.5% | +12.9% |
| 6M | -12.5% | +19.5% | -32.0% | -19.4% |
| YTD | -39.2% | +48.0% | -87.1% | -49.3% |
| 1Y | -33.9% | +38.4% | -72.2% | -43.4% |
| 3Y | +933.3% | +71.9% | +861.4% | +742.7% |
| 5Y | +295.9% | +179.9% | +116.0% | +189.0% |
| All | +528.8% | +300.8% | +228.0% | +314.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling