+1,178.8%
LNG vs TAP
+844.8%
+334.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.4% | -2.3% | +5.7% | +3.9% |
| 30D | +14.9% | -2.1% | +17.0% | +15.3% |
| 3M | +21.4% | +6.6% | +14.8% | +19.2% |
| 6M | +17.8% | -11.5% | +29.3% | +20.5% |
| YTD | +51.3% | -10.3% | +61.5% | +53.8% |
| 1Y | +24.4% | -14.4% | +38.8% | +27.5% |
| 3Y | +79.7% | -28.3% | +108.0% | +89.3% |
| 5Y | +241.3% | +1.7% | +239.6% | +225.7% |
| 10Y | +603.1% | -49.2% | +652.4% | +656.4% |
| All | +1,178.8% | +844.8% | +334.0% | +1,048.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling