+42.6%
LNG vs APTV
-46.4%
+89.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.6% | -10.8% | -5.6% |
| 7D | -1.9% | -1.9% | -0.1% | -2.0% |
| 30D | +6.2% | -1.4% | +7.7% | +6.2% |
| 3M | +13.7% | -9.3% | +23.1% | +13.0% |
| 6M | +7.5% | -27.3% | +34.8% | +5.5% |
| YTD | +51.3% | -43.1% | +94.4% | +47.1% |
| 1Y | +42.6% | -46.5% | +89.1% | +38.4% |
| All | +42.6% | -46.4% | +89.0% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling