+796.3%
LNG vs TPR
+378.8%
+417.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.4% | +4.1% |
| 7D | +4.5% | +6.4% | -1.9% | +3.1% |
| 30D | +8.0% | +13.8% | -5.7% | +5.1% |
| 3M | +15.0% | -16.6% | +31.6% | +18.3% |
| 6M | +27.1% | +0.7% | +26.4% | +25.3% |
| YTD | +58.1% | +5.3% | +52.8% | +53.0% |
| 1Y | +45.0% | +32.4% | +12.6% | +33.3% |
| 3Y | +82.6% | +406.4% | -323.7% | +18.0% |
| 5Y | +206.8% | +227.9% | -21.1% | +113.3% |
| 10Y | +796.3% | +371.7% | +424.6% | +416.0% |
| All | +796.3% | +378.8% | +417.5% | +416.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling