+24.4%
LNG vs TNA
+70.0%
-45.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.5% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +14.9% | -4.9% | +19.8% | +14.5% |
| 3M | +21.4% | +0.4% | +21.0% | +21.6% |
| 6M | +17.8% | +32.5% | -14.7% | +20.9% |
| YTD | +51.3% | +53.7% | -2.4% | +55.2% |
| 1Y | +24.4% | +65.1% | -40.7% | +29.2% |
| All | +24.4% | +70.0% | -45.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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