+231.2%
LNG vs THC
+258.2%
-27.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.4% |
| 7D | -6.7% | +4.1% | -10.8% | -7.0% |
| 30D | +3.9% | +3.5% | +0.3% | +3.5% |
| 3M | +15.5% | +61.7% | -46.2% | +10.2% |
| 6M | +10.5% | +11.8% | -1.3% | +9.3% |
| YTD | +43.0% | +35.4% | +7.6% | +37.9% |
| 1Y | +18.9% | +37.0% | -18.1% | +14.2% |
| 3Y | +74.7% | +260.1% | -185.4% | +47.2% |
| 5Y | +231.2% | +262.6% | -31.4% | +177.6% |
| All | +231.2% | +258.2% | -27.0% | +177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling