+800.2%
LNG vs APA
+8.7%
+791.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.7% |
| 7D | +11.3% | +8.5% | +2.8% | +8.7% |
| 30D | +10.6% | +2.8% | +7.9% | +9.9% |
| 3M | +16.1% | +21.7% | -5.6% | +9.5% |
| 6M | +29.6% | +32.6% | -3.1% | +18.7% |
| YTD | +60.3% | +103.7% | -43.4% | +29.4% |
| 1Y | +46.1% | +101.8% | -55.7% | +17.9% |
| 3Y | +85.9% | +48.1% | +37.9% | +56.3% |
| 5Y | +210.8% | +91.9% | +118.9% | +136.1% |
| All | +800.2% | +8.7% | +791.5% | +606.7% |
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