+800.2%
LNG vs TAP
-46.0%
+846.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -1.0% |
| 7D | +11.3% | +1.3% | +10.1% | +11.0% |
| 30D | +10.6% | +5.7% | +4.9% | +8.7% |
| 3M | +16.1% | -1.9% | +18.0% | +16.1% |
| 6M | +29.6% | +0.9% | +28.6% | +28.2% |
| YTD | +60.3% | -9.5% | +69.8% | +62.3% |
| 1Y | +46.1% | -9.0% | +55.1% | +47.4% |
| 3Y | +85.9% | -22.2% | +108.2% | +92.6% |
| 5Y | +210.8% | +1.2% | +209.6% | +188.1% |
| All | +800.2% | -46.0% | +846.2% | +800.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling