+548.8%
LNG vs THC
+1,021.1%
-472.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | +4.7% | +1.5% | +3.1% | +4.4% |
| 3M | +15.1% | +59.9% | -44.7% | +6.3% |
| 6M | +13.6% | +11.0% | +2.6% | +10.6% |
| YTD | +44.0% | +32.6% | +11.4% | +35.6% |
| 1Y | +18.4% | +37.4% | -19.0% | +10.4% |
| 3Y | +75.9% | +252.5% | -176.7% | +36.2% |
| 5Y | +231.7% | +262.3% | -30.7% | +145.1% |
| All | +548.8% | +1,021.1% | -472.3% | +262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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