+550.0%
LNG vs TECH
+189.9%
+360.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | +3.8% | 0.0% | +3.9% | +3.8% |
| 3M | +16.2% | +33.7% | -17.5% | +11.2% |
| 6M | +11.7% | +34.9% | -23.2% | +5.9% |
| YTD | +44.2% | +23.2% | +21.0% | +38.3% |
| 1Y | +18.6% | +36.3% | -17.7% | +11.3% |
| 3Y | +77.4% | +2.3% | +75.1% | +69.9% |
| 5Y | +232.3% | -42.9% | +275.2% | +255.2% |
| All | +550.0% | +189.9% | +360.0% | +329.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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