+1,255.2%
LNG vs ADM
+1,291.7%
-36.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -3.0% | -1.3% |
| 7D | +11.3% | +4.2% | +7.1% | +9.6% |
| 30D | +10.6% | -12.8% | +23.5% | +16.3% |
| 3M | +16.1% | -8.5% | +24.6% | +19.6% |
| 6M | +29.6% | -10.9% | +40.5% | +34.5% |
| YTD | +60.3% | +29.4% | +30.9% | +43.9% |
| 1Y | +46.1% | +27.5% | +18.6% | +31.7% |
| 3Y | +85.9% | +10.3% | +75.6% | +69.7% |
| 5Y | +210.8% | +27.4% | +183.5% | +167.2% |
| 10Y | +808.8% | +134.6% | +674.2% | +506.7% |
| All | +1,255.2% | +1,291.7% | -36.5% | +293.4% |
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