+158.8%
LNG vs TPG
+74.1%
+84.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -4.7% | -9.4% | +4.7% | -3.4% |
| 30D | +3.8% | -5.3% | +9.1% | +4.5% |
| 3M | +16.2% | +12.9% | +3.2% | +13.6% |
| 6M | +11.7% | +20.1% | -8.4% | +7.8% |
| YTD | +44.2% | -22.5% | +66.7% | +49.6% |
| 1Y | +18.6% | -19.7% | +38.2% | +21.7% |
| 3Y | +77.4% | +81.2% | -3.8% | +55.5% |
| All | +158.8% | +74.1% | +84.6% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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