+119.1%
LNG vs TLN
+710.8%
-591.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | 0.0% |
| 7D | +11.3% | +11.0% | +0.3% | +10.2% |
| 30D | +10.6% | +4.9% | +5.7% | +10.0% |
| 3M | +16.1% | +4.9% | +11.2% | +15.2% |
| 6M | +29.6% | +7.1% | +22.4% | +27.4% |
| YTD | +60.3% | +0.3% | +60.0% | +57.5% |
| 1Y | +46.1% | +5.9% | +40.2% | +42.0% |
| 3Y | +85.9% | +578.5% | -492.5% | +65.3% |
| All | +119.1% | +710.8% | -591.7% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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