+75.9%
LNG vs TLN
+483.9%
-408.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.1% |
| 7D | -6.7% | +5.8% | -12.6% | -7.2% |
| 30D | +3.9% | -6.9% | +10.7% | +4.4% |
| 3M | +15.5% | -10.9% | +26.4% | +16.0% |
| 6M | +10.5% | -4.6% | +15.1% | +9.6% |
| YTD | +43.0% | -14.7% | +57.7% | +42.8% |
| 1Y | +18.9% | -17.9% | +36.8% | +18.7% |
| All | +75.9% | +483.9% | -408.0% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling