+1,178.8%
LNG vs ADM
+1,515.3%
-336.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +3.4% | +3.8% | -0.3% | +2.0% |
| 30D | +14.9% | +9.8% | +5.1% | +10.8% |
| 3M | +21.4% | +2.1% | +19.3% | +20.2% |
| 6M | +17.8% | +27.5% | -9.7% | +6.9% |
| YTD | +51.3% | +50.2% | +1.1% | +28.8% |
| 1Y | +24.4% | +40.6% | -16.2% | +8.1% |
| 3Y | +79.7% | +17.2% | +62.4% | +61.0% |
| 5Y | +241.3% | +61.9% | +179.4% | +168.4% |
| 10Y | +603.1% | +159.3% | +443.9% | +351.8% |
| All | +1,178.8% | +1,515.3% | -336.4% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling