+231.7%
LNG vs TAP
-2.6%
+234.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.5% | -5.3% | +0.8% | -3.8% |
| 30D | +4.7% | -7.4% | +12.0% | +5.6% |
| 3M | +15.1% | -4.9% | +20.1% | +15.7% |
| 6M | +13.6% | -14.2% | +27.8% | +15.5% |
| YTD | +44.0% | -14.8% | +58.8% | +46.3% |
| 1Y | +18.4% | -18.1% | +36.5% | +20.9% |
| 3Y | +75.9% | -32.7% | +108.6% | +84.7% |
| 5Y | +231.7% | -0.5% | +232.1% | +208.1% |
| All | +231.7% | -2.6% | +234.3% | +208.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling