+24.4%
LNG vs TAP
-14.5%
+38.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.4% | -2.3% | +5.7% | +3.4% |
| 30D | +14.9% | -2.1% | +17.0% | +14.8% |
| 3M | +21.4% | +6.6% | +14.8% | +21.5% |
| 6M | +17.8% | -11.5% | +29.3% | +17.3% |
| YTD | +51.3% | -10.3% | +61.5% | +51.1% |
| 1Y | +24.4% | -14.4% | +38.8% | +23.4% |
| All | +24.4% | -14.5% | +38.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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