+26,021.4%
LNG vs TDY
+7,056.0%
+18,965.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -4.7% | -1.1% | -3.6% | -4.3% |
| 30D | +3.8% | -12.0% | +15.9% | +8.4% |
| 3M | +16.2% | -3.2% | +19.4% | +17.0% |
| 6M | +11.7% | -7.9% | +19.6% | +13.8% |
| YTD | +44.2% | +18.2% | +26.0% | +34.4% |
| 1Y | +18.6% | +6.7% | +11.9% | +14.2% |
| 3Y | +77.4% | +47.5% | +29.9% | +50.8% |
| 5Y | +232.3% | +39.5% | +192.8% | +184.6% |
| 10Y | +550.1% | +477.2% | +73.0% | +237.7% |
| All | +26,021.4% | +7,056.0% | +18,965.4% | +8,132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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