+1,188.2%
LNG vs APD
+3,114.8%
-1,926.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | -5.5% | -0.2% | -5.2% | -5.4% |
| 30D | +5.7% | +11.0% | -5.3% | +0.9% |
| 3M | +10.7% | +2.0% | +8.7% | +9.6% |
| 6M | +23.1% | +7.1% | +16.0% | +18.6% |
| YTD | +52.4% | +29.8% | +22.6% | +33.9% |
| 1Y | +40.0% | +24.0% | +16.0% | +25.0% |
| 3Y | +76.0% | +27.2% | +48.9% | +50.4% |
| 5Y | +194.7% | +12.8% | +181.9% | +159.0% |
| 10Y | +726.7% | +185.0% | +541.7% | +344.9% |
| All | +1,188.2% | +3,114.8% | -1,926.5% | +228.1% |
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 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