+1,258.4%
LNG vs THC
+588.8%
+669.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.1% |
| 7D | +10.9% | +0.1% | +10.8% | +10.9% |
| 30D | +8.1% | +7.5% | +0.6% | +6.2% |
| 3M | +15.7% | +7.5% | +8.2% | +13.5% |
| 6M | +27.2% | +46.4% | -19.2% | +15.6% |
| YTD | +60.7% | +44.4% | +16.4% | +44.8% |
| 1Y | +46.3% | +43.4% | +2.8% | +31.7% |
| 3Y | +85.6% | +433.3% | -347.7% | +21.0% |
| 5Y | +211.6% | +262.5% | -50.9% | +109.4% |
| 10Y | +810.9% | +1,871.5% | -1,060.6% | +240.1% |
| All | +1,258.4% | +588.8% | +669.6% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling