+18.6%
LNG vs APTV
-44.8%
+63.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | -4.7% | -5.0% | +0.3% | -5.2% |
| 30D | +3.8% | -6.1% | +9.9% | +3.2% |
| 3M | +16.2% | -33.0% | +49.1% | +12.6% |
| 6M | +11.7% | -35.2% | +46.9% | +9.7% |
| YTD | +44.2% | -40.1% | +84.4% | +40.7% |
| 1Y | +18.6% | -45.6% | +64.2% | +15.2% |
| All | +18.6% | -44.8% | +63.4% | +15.2% |
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