Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LNG vs ADM✓SelectedUSD · ADMLNG vs ADM performance historyLatest closeAs of+0.18%09/11
Stock and ETF performance explorer

LNG vs ADM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+550.0%
ADM return
+177.9%
Excess return
+372.1%
Maximum drawdown
-57.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioADMExcessAlpha
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