+46.1%
LNG vs ADVB
-72.7%
+118.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -23.6% | +23.3% | 0.0% |
| 7D | +11.3% | +27.8% | -16.4% | +10.9% |
| 30D | +10.6% | -50.8% | +61.4% | +11.0% |
| 3M | +16.1% | -70.5% | +86.6% | +17.2% |
| 6M | +29.6% | -46.7% | +76.3% | +32.6% |
| YTD | +60.3% | -56.7% | +117.0% | +63.0% |
| 1Y | +46.1% | -71.8% | +117.9% | +46.8% |
| All | +46.1% | -72.7% | +118.8% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling