+1,255.2%
LNG vs THC
+586.8%
+668.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +11.3% | +1.0% | +10.4% | +11.1% |
| 30D | +10.6% | +5.3% | +5.3% | +9.2% |
| 3M | +16.1% | +7.1% | +9.0% | +14.0% |
| 6M | +29.6% | +46.0% | -16.5% | +17.7% |
| YTD | +60.3% | +43.9% | +16.4% | +44.6% |
| 1Y | +46.1% | +45.4% | +0.7% | +31.1% |
| 3Y | +85.9% | +421.3% | -335.3% | +21.8% |
| 5Y | +210.8% | +261.5% | -50.6% | +109.0% |
| 10Y | +808.8% | +1,865.8% | -1,057.1% | +239.5% |
| All | +1,255.2% | +586.8% | +668.4% | +288.5% |
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