+74.7%
LNG vs APD
+10.0%
+64.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.2% |
| 7D | -6.2% | -2.5% | -3.7% | -5.6% |
| 30D | +8.0% | -1.9% | +9.9% | +8.4% |
| 3M | +16.9% | +8.2% | +8.7% | +14.9% |
| 6M | +8.7% | +10.7% | -2.1% | +6.2% |
| YTD | +43.0% | +22.9% | +20.1% | +36.3% |
| 1Y | +19.4% | +5.8% | +13.6% | +17.7% |
| 3Y | +74.7% | +7.8% | +66.9% | +71.1% |
| All | +74.7% | +10.0% | +64.7% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling