+18.4%
LNG vs TLN
-23.2%
+41.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.5% |
| 7D | -4.5% | +2.0% | -6.4% | -4.4% |
| 30D | +4.7% | -12.9% | +17.6% | +4.0% |
| 3M | +15.1% | -7.4% | +22.6% | +14.7% |
| 6M | +13.6% | -6.0% | +19.6% | +13.5% |
| YTD | +44.0% | -16.9% | +60.8% | +43.0% |
| 1Y | +18.4% | -22.6% | +41.0% | +21.5% |
| All | +18.4% | -23.2% | +41.5% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling