+76.8%
LNG vs APD
+28.0%
+48.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | -5.5% | -0.2% | -5.2% | -5.4% |
| 30D | +5.7% | +11.0% | -5.3% | +3.4% |
| 3M | +10.7% | +2.0% | +8.7% | +10.3% |
| 6M | +23.1% | +7.1% | +16.0% | +21.2% |
| YTD | +52.4% | +29.8% | +22.6% | +43.5% |
| 1Y | +40.0% | +24.0% | +16.0% | +33.1% |
| All | +76.8% | +28.0% | +48.8% | +68.1% |
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