+37.5%
LNG vs ADVB
-88.3%
+125.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | +3.4% | -3.8% | +7.2% | +3.5% |
| 30D | +14.9% | +17.6% | -2.7% | +14.4% |
| 3M | +21.4% | +119.1% | -97.7% | +20.9% |
| 6M | +17.8% | +103.4% | -85.6% | +17.1% |
| YTD | +51.3% | +59.8% | -8.6% | +50.5% |
| 1Y | +24.4% | +8.5% | +15.9% | +24.1% |
| All | +37.5% | -88.3% | +125.8% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling