+231.2%
LNG vs APD
+25.2%
+206.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -6.7% | -4.6% | -2.1% | -5.6% |
| 30D | +3.9% | -4.2% | +8.1% | +5.0% |
| 3M | +15.5% | +5.0% | +10.5% | +13.9% |
| 6M | +10.5% | +8.9% | +1.6% | +7.8% |
| YTD | +43.0% | +21.9% | +21.1% | +35.1% |
| 1Y | +18.9% | +5.6% | +13.3% | +16.5% |
| 3Y | +74.7% | +6.9% | +67.8% | +69.2% |
| 5Y | +231.2% | +25.3% | +205.9% | +183.2% |
| All | +231.2% | +25.2% | +206.0% | +183.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling