+550.0%
LNG vs ADM
+177.9%
+372.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.7% | +2.5% | -7.2% | -5.6% |
| 30D | +3.8% | +9.5% | -5.6% | 0.0% |
| 3M | +16.2% | +10.6% | +5.6% | +11.4% |
| 6M | +11.7% | +24.0% | -12.3% | +1.8% |
| YTD | +44.2% | +54.0% | -9.7% | +20.1% |
| 1Y | +18.6% | +45.3% | -26.8% | +0.6% |
| 3Y | +77.4% | +21.8% | +55.7% | +57.3% |
| 5Y | +232.3% | +66.8% | +165.5% | +148.3% |
| All | +550.0% | +177.9% | +372.1% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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