+231.7%
LNG vs ADM
+67.3%
+164.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.5% | +3.0% | -7.5% | -5.4% |
| 30D | +4.7% | +8.7% | -4.0% | +1.9% |
| 3M | +15.1% | +7.6% | +7.5% | +12.4% |
| 6M | +13.6% | +26.9% | -13.3% | +5.0% |
| YTD | +44.0% | +54.3% | -10.3% | +24.9% |
| 1Y | +18.4% | +45.7% | -27.3% | +4.2% |
| 3Y | +75.9% | +21.9% | +53.9% | +64.0% |
| 5Y | +231.7% | +67.2% | +164.5% | +168.9% |
| All | +231.7% | +67.3% | +164.4% | +168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling