+1,178.8%
LNG vs THC
+536.4%
+642.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | +14.9% | +1.3% | +13.6% | +14.5% |
| 3M | +21.4% | +64.2% | -42.9% | +8.2% |
| 6M | +17.8% | +8.3% | +9.5% | +14.0% |
| YTD | +51.3% | +33.4% | +17.9% | +39.2% |
| 1Y | +24.4% | +37.7% | -13.2% | +13.1% |
| 3Y | +79.7% | +236.8% | -157.1% | +29.5% |
| 5Y | +241.3% | +249.3% | -7.9% | +131.1% |
| 10Y | +603.1% | +995.2% | -392.1% | +198.2% |
| All | +1,178.8% | +536.4% | +642.4% | +274.0% |
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