+1,108.8%
LNG vs APA
+598.0%
+510.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.3% | -6.2% |
| 7D | -6.2% | -1.7% | -4.5% | -5.6% |
| 30D | +8.0% | +15.7% | -7.7% | +1.5% |
| 3M | +16.9% | +16.5% | +0.5% | +9.2% |
| 6M | +8.7% | +35.1% | -26.4% | -5.1% |
| YTD | +43.0% | +82.2% | -39.2% | +10.1% |
| 1Y | +19.4% | +102.5% | -83.0% | -13.3% |
| 3Y | +74.7% | +10.3% | +64.4% | +52.0% |
| 5Y | +222.4% | +166.1% | +56.3% | +80.3% |
| 10Y | +532.2% | -4.9% | +537.1% | +265.5% |
| All | +1,108.8% | +598.0% | +510.8% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling