+1,178.8%
LNG vs APD
+2,981.6%
-1,802.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +3.4% | -2.2% | +5.6% | +4.5% |
| 30D | +14.9% | +2.1% | +12.8% | +13.8% |
| 3M | +21.4% | +7.2% | +14.2% | +17.1% |
| 6M | +17.8% | +11.2% | +6.6% | +11.5% |
| YTD | +51.3% | +24.4% | +26.9% | +35.6% |
| 1Y | +24.4% | +6.7% | +17.8% | +18.6% |
| 3Y | +79.7% | +9.2% | +70.4% | +63.9% |
| 5Y | +241.3% | +27.4% | +214.0% | +182.7% |
| 10Y | +603.1% | +164.8% | +438.3% | +291.5% |
| All | +1,178.8% | +2,981.6% | -1,802.7% | +232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling