+1,255.2%
LNG vs APD
+3,158.9%
-1,903.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +11.3% | +3.8% | +7.5% | +9.5% |
| 30D | +10.6% | +8.2% | +2.4% | +6.8% |
| 3M | +16.1% | +4.3% | +11.8% | +13.9% |
| 6M | +29.6% | +4.7% | +24.9% | +26.2% |
| YTD | +60.3% | +31.5% | +28.8% | +40.0% |
| 1Y | +46.1% | +23.5% | +22.6% | +30.7% |
| 3Y | +85.9% | +29.1% | +56.8% | +57.8% |
| 5Y | +210.8% | +15.9% | +195.0% | +169.8% |
| 10Y | +808.8% | +191.9% | +616.9% | +383.7% |
| All | +1,255.2% | +3,158.9% | -1,903.6% | +243.1% |
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