+75.9%
LNG vs TAP
-32.4%
+108.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -5.2% |
| 7D | -6.2% | -2.3% | -3.8% | -6.0% |
| 30D | +8.0% | -9.4% | +17.4% | +8.5% |
| 3M | +16.9% | -0.8% | +17.7% | +16.9% |
| 6M | +8.7% | -14.7% | +23.4% | +9.6% |
| YTD | +43.0% | -13.9% | +56.9% | +43.9% |
| 1Y | +19.4% | -18.6% | +38.1% | +20.9% |
| All | +75.9% | -32.4% | +108.3% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling