+550.0%
LNG vs APA
-2.4%
+552.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -4.7% | +4.6% | -9.3% | -6.0% |
| 30D | +3.8% | +11.9% | -8.1% | +0.3% |
| 3M | +16.2% | +22.5% | -6.3% | +9.1% |
| 6M | +11.7% | +37.5% | -25.8% | +1.2% |
| YTD | +44.2% | +87.2% | -42.9% | +19.3% |
| 1Y | +18.6% | +101.4% | -82.9% | -4.8% |
| 3Y | +77.4% | +16.9% | +60.5% | +59.6% |
| 5Y | +232.3% | +178.4% | +53.8% | +127.5% |
| All | +550.0% | -2.4% | +552.3% | +408.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling