+9,867.1%
LNG vs TNA
+913.2%
+8,953.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.6% |
| 7D | -4.5% | -7.6% | +3.1% | -2.1% |
| 30D | +4.7% | -13.6% | +18.3% | +9.2% |
| 3M | +15.1% | +2.8% | +12.3% | +12.5% |
| 6M | +13.6% | +34.5% | -20.9% | -0.9% |
| YTD | +44.0% | +41.0% | +2.9% | +22.4% |
| 1Y | +18.4% | +52.0% | -33.6% | -3.8% |
| 3Y | +75.9% | +103.5% | -27.6% | +10.5% |
| 5Y | +231.7% | -22.5% | +254.2% | +146.1% |
| 10Y | +549.0% | +81.9% | +467.1% | +121.9% |
| All | +9,867.1% | +913.2% | +8,953.9% | +792.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling