+119.6%
LNG vs TLN
+733.8%
-614.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.4% |
| 7D | +10.9% | +22.3% | -11.3% | +8.9% |
| 30D | +8.1% | +1.2% | +6.9% | +7.8% |
| 3M | +15.7% | +5.9% | +9.8% | +14.7% |
| 6M | +27.2% | +3.2% | +24.0% | +25.8% |
| YTD | +60.7% | +3.2% | +57.5% | +57.5% |
| 1Y | +46.3% | +5.2% | +41.1% | +42.6% |
| 3Y | +85.6% | +606.3% | -520.6% | +64.5% |
| All | +119.6% | +733.8% | -614.2% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling