+800.2%
LNG vs APD
+191.9%
+608.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +11.3% | +3.8% | +7.5% | +9.9% |
| 30D | +10.6% | +8.2% | +2.4% | +7.6% |
| 3M | +16.1% | +4.3% | +11.8% | +14.3% |
| 6M | +29.6% | +4.7% | +24.9% | +27.0% |
| YTD | +60.3% | +31.5% | +28.8% | +43.8% |
| 1Y | +46.1% | +23.5% | +22.6% | +33.7% |
| 3Y | +85.9% | +29.1% | +56.8% | +63.2% |
| 5Y | +210.8% | +15.9% | +195.0% | +179.9% |
| All | +800.2% | +191.9% | +608.3% | +392.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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