+42.6%
LNG vs TEM
-11.1%
+53.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.3% | -6.3% |
| 7D | -1.9% | -1.3% | -0.6% | -1.9% |
| 30D | +6.2% | -9.5% | +15.7% | +6.1% |
| 3M | +13.7% | +60.7% | -47.0% | +16.0% |
| 6M | +7.5% | +35.5% | -28.0% | +9.7% |
| YTD | +51.3% | +28.0% | +23.3% | +56.0% |
| 1Y | +42.6% | -10.5% | +53.1% | +43.4% |
| All | +42.6% | -11.1% | +53.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling