+106.8%
LNG vs TLN
+583.6%
-476.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.1% |
| 7D | +3.4% | +7.1% | -3.6% | +2.8% |
| 30D | +14.9% | -3.9% | +18.8% | +15.1% |
| 3M | +21.4% | -16.2% | +37.5% | +22.7% |
| 6M | +17.8% | -5.8% | +23.6% | +16.9% |
| YTD | +51.3% | -15.4% | +66.7% | +51.3% |
| 1Y | +24.4% | -16.7% | +41.1% | +23.9% |
| 3Y | +79.7% | +473.8% | -394.1% | +62.8% |
| All | +106.8% | +583.6% | -476.8% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling