+222.1%
LNG vs APTV
-69.3%
+291.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -4.7% | -5.0% | +0.3% | -4.2% |
| 30D | +3.8% | -6.1% | +9.9% | +4.3% |
| 3M | +16.2% | -33.0% | +49.1% | +20.3% |
| 6M | +11.7% | -35.2% | +46.9% | +15.8% |
| YTD | +44.2% | -40.1% | +84.4% | +50.6% |
| 1Y | +18.6% | -45.6% | +64.2% | +25.2% |
| 3Y | +77.4% | -54.4% | +131.8% | +90.6% |
| All | +222.1% | -69.3% | +291.4% | +258.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling